MSCI
MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 45 years of expertise in research, data and technology, we power better investment decisions by enabling clients to understand and analyze key drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions that clients use to gain insight into and improve transparency across the investment process.
All content by MSCI
Investment management ‘one analytics view’ for credit bonds and ESG risk factors
A Chartis and MSCI research report that examines how firms must integrate ESG risk analytics with multiple other performance or risk analytics in credit bond portfolios to obtain a meaningful, quantitative and comprehensive investment view
Finding the investment management ‘one analytics view’
This paper outlines the benefits accruing to buy-side practitioners on the back of generating a single analytics view of their risk and performance metrics across funds, regions and asset classes. And, while that objective might be well understood and clearly defined, actually producing a single,…
Finding the investment management ‘one analytics view’
The report is essential reading for buy-side risk, investment and technology leaders looking to achieve a new level of analytical insight and drive a step-change in performance. This paper explores the challenges for investment managers in achieving ‘one analytics view’ of risk and performance…
Stress testing inflation scenarios
In this short paper, we propose four hypothetical scenarios for inflation from deflation to reflation to two stagflation outcomes, accounting explicitly for the movement in breakeven inflation and nominal and real rates…
Bond liquidity: How bad was COVID?
This short paper compares transaction costs from the forced selling of USD 10 millions of U.S. corporate bonds throughout the two crises. It was found that even though transaction costs more than tripled during COVID-19, they remained significantly lower than during the GFC...
What ESG Ratings Tell Us About Corporate Bonds
In this short paper, we assess the performance of ESG — and its individual E, S and G pillars — both before and after accounting for credit factors such as credit ratings. We found that higher-ESG-rated portfolios realized higher risk-adjusted returns…
Risk in investment audiocast Pt 2 (Emea) – Utilizing risk to highlight opportunities in volatile times
This two-part audiocast series produced by Risk.net and MSCI examines the changing shape of risk in investment, the lessons learned from the current crisis, and how risk can be used to drive performance in volatile times. In this second audiocast, Sam Rubandhas, Executive Director, Client Coverage,…
Risk in investment audiocast Pt 1 (Emea) – A multi-dimensional view of risk during times of crisis
This two-part audiocast series produced by Risk.net and MSCI examines the changing shape of risk in investment, the lessons learned from the current crisis, and how risk can be used to drive performance in volatile times. In this first audiocast, Sam Rubandhas, Executive Director, Client Coverage,…
Risk in investment audiocast Pt 2 (US) – Utilizing risk to highlight opportunities in volatile times
This two-part audiocast series produced by Risk.net and MSCI examines the changing shape of risk in investment, the lessons learned from the current crisis, and how risk can be used to drive performance in volatile times. In this second audiocast, Michael Hayes, Executive Director, MSCI Research,…
Risk in investment audiocast Pt 1 (US) – A multi-dimensional view of risk during times of crisis
This two-part audiocast series produced by Risk.net and MSCI examines the changing shape of risk in investment, the lessons learned from the current crisis, and how risk can be used to drive performance in volatile times. In this first audiocast, Michael Hayes, Executive Director, MSCI Research,…