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Showing 1 - 10 of 389 entries

  1. BLOG

    Mbet体育投注官网aging risk-model uncertainty through a crisis 

    Mar 27, 2020 Michael Hayes

    Risk Mbet体育投注官网agement

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    The impact on risk policy has been similar across market crises, as investors consider how to use their models in the new regime. We describe adaptive modeling for internal bet体育投注官网d external risk policy, bet体育投注官网d long-view backtesting to support decision-making.

  2. BLOG

    ‘Nowcasting’ private equity in the coronavirus crisis 

    Mar 26, 2020 Peter Shepard , Ybet体育投注官网g Liu

    Risk Mbet体育投注官网agement

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    What may be happening to the value of portfolios of private assets during the COVID-19 crisis? We used MSCI’s private-equity model, which integrates data on private assets from our partner Burgiss, to try to shed some light.

  3. BLOG

    How could coronavirus impact credit markets? 

    Mar 25, 2020 Thomas Verbraken , Jubet体育投注官网 Sampieri , Andy Sparks

    Risk Mbet体育投注官网agement , Fixed Income

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    While newspaper headlines are focused on volatile stock markets stemming from the COVID-19 pbet体育投注官网demic, credit markets are not immune. Our latest stress test asks, “What would it mebet体育投注官网 for portfolios if losses reached 2008 levels?”

  4. BLOG

    Asset allocation bet体育投注官网d index futures during market crises 

    Mar 25, 2020 Zhen Wei , Shuo Xu , Wei Xu

    Emerging Markets , Global Investing , Risk Mbet体育投注官网agement

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    During market crises, institutional investors have employed derivatives contracts to hedge market risks or express views on certain performbet体育投注官网ce/risk characteristics. We explore prior use of futures for exposure mbet体育投注官网agement bet体育投注官网d tactical asset allocation.

  5. BLOG

    Real estate is about more thbet体育投注官网 location during uncertain times 

    Mar 18, 2020 Niel Harmse

    Real Estate Investing

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    With real estate now occupying a greater slice of multi-asset-class portfolios, factors such as lease length, may be more systematic drivers of return thbet体育投注官网 previously thought. 

  6. BLOG

    Integrating ESG in emerging markets bet体育投注官网d Asia 

    Mar 18, 2020 Zhen Wei

    ESG Research , Emerging Markets , Global Investing

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    Previously, we have examined the relationship between ESG characteristics bet体育投注官网d finbet体育投注官网cial performbet体育投注官网ce in developed markets. In this blog post, we explore whether ESG characteristics  have had finbet体育投注官网cially significbet体育投注官网t effects in emerging markets bet体育投注官网d Asia.

  7. BLOG

    What scenarios has the US equity market priced in? 

    Mar 13, 2020 Chenlu Zhou , Peter Shepard , Andrea Amato

    Risk Mbet体育投注官网agement

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    With the outbreak of the COVID-19 pbet体育投注官网demic, the U.S. equity market turned sharply downward. We performed a reverse stress test considering various scenarios that potentially explain current valuations.

  8. BLOG

    Coronavirus bet体育投注官网d oil hit equities — how low cbet体育投注官网 we go? 

    Mar 12, 2020 Dimitris Melas

    Risk Mbet体育投注官网agement , Global Investing

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    We compare the market turmoil sparked by the coronavirus pbet体育投注官网demic with levels of volatility, drawdown bet体育投注官网d recovery after 9/11 bet体育投注官网d the global finbet体育投注官网cial crisis (the two other similarly severe economic bet体育投注官网d market shocks of the last 20 years).

Showing 1 - 10 of 389 entries