Extended-lister
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Macro Scenarios in Focus: Higher Rates for Longer
Oct 5, 2023Related products: -
Markets in Focus: Narrow Yield Spread and High Crowding Pressure Equities
Oct 3, 2023Related products: -
Risk Management
MSCI Agency MBS Model Version 2.1: Single-Family Social Index
Jun 1, 2023Related products: -
Factor and Risk Modeling
MSCI Fixed Income Factor Model
Aug 18, 2022Related products: -
COVID-19
Liquidity Risk Monitor Report Q2 2022
Jul 12, 2022Related products: -
Market Insights
Are Russian Stocks Worthless?
May 26, 2022Related products: -
Market Insights
Russian Bonds: Rolling Back the Default Clock
May 4, 2022Related products: -
Low Carbon and High Liquidity for Bond Investors?
May 4, 2022Related products: -
Riding Rising Interest Rates with the Agency-MBS Model
Mar 1, 2022 -
China’s Green-Bond Market: Growing Issuance and Historical Outperformance
Feb 24, 2022 -
中国绿色债券市场:发行量不断增长, 历史表现优异
Feb 24, 2022 -
US ABS: Strong Bounce Back, Uneven Performance
Feb 10, 2022 -
Managing Climate-Transition Risk in Credit Portfolios
Jan 31, 2022Related products: -
How ‘Greenflation’ Could Impact Bond Returns
Jan 14, 2022 -
Higher Agency Loan-Size Limit: A Booster Shot in ARMs?
Jan 10, 2022 -
After Evergrande: Bond Liquidity of Chinese Property Developers
Nov 17, 2021 -
Can Green Spreads Uncover ESG's Influence on Bond Prices?
Nov 11, 2021 -
How Climate Change Could Impact Credit Risk
Oct 20, 2021 -
Managing Against MBS Indexes: A Duration Perspective
Jul 30, 2021 -
COVID-19
Credit Strategies During the COVID-19 Crisis
Jul 27, 2021 -
What Could a Rate Hike Mean for Portfolios?
Jul 22, 2021 -
Chinese RMBS: A Way to Diversify Fixed-Income Portfolios?
Jul 7, 2021 -
Securitized Products’ LIBOR Transition Picking Up Pace
Jun 22, 2021 -
CDS Fading as a Measure of Value in Emerging Markets
Jun 17, 2021 -
What Can Loan-Level Data Reveal About US Auto-Loan ABS?
Jun 15, 2021 -
Why Is Climate-Transition Risk High in High Yield?
May 6, 2021 -
Risk Management
US House Price Projections from the Economic Impact of the Coronavirus
Apr 30, 2021Related products: -
Risk Management
MSCI Agency Fixed Rate MBS Prepayment Model Version 2.0
Apr 20, 2021Related products: -
Could Investment Grade Be as Risky as High Yield?
Apr 16, 2021 -
Long-Horizon Risk: The Past 50 Years
Apr 13, 2021 -
Asset Allocation and Asset Liability Management
Machine Learning Factors: Capturing Non Linearities in Linear Factor Models
Mar 26, 2021Related products: -
Managing the Risks of LIBOR Replacement
Mar 17, 2021 -
Asset Allocation and Asset Liability Management
How Inflation Could Affect Multi-Asset-Class Portfolios
Mar 3, 2021 -
Climate Transition and Bonds: Risk or Opportunity?
Feb 23, 2021Related products: -
COVID-19
A New COVID-19 Regime for MBS?
Feb 17, 2021 -
COVID-19
Cross-Currency Credit Spreads: Mind the Gap
Feb 8, 2021 -
How Are High-ESG-Rated Bond Portfolios Distinct?
Feb 5, 2021Related products: -
COVID-19
COVID Stimulus Helped Resilience of US ABS
Jan 29, 2021 -
Factor and Risk Modeling
MSCI Agency MBS Model Performance Review 2020
Jan 28, 2021Related products: -
COVID-19
Carrying on Through a Crisis, with Factors
Jan 13, 2021 -
COVID-19
Stress Testing Multiperiod Inflation Scenarios
Nov 19, 2020 -
Will Interest Rates Surge? Evidence from Options Markets
Nov 3, 2020 -
COVID-19
Hertz So Good?
Sep 30, 2020 -
Can MBS Duration Turn Negative?
Sep 29, 2020 -
Stress Testing Inflation Scenarios
Sep 24, 2020 -
COVID-19
MBS Performance through COVID-19
Sep 21, 2020Related products: -
COVID-19
Missed Rents’ Impact on Real Estate
Sep 11, 2020Related products: -
Are Securitized Products Ready for the LIBOR-SOFR Transition?
Sep 2, 2020 -
Risk Management
Hedging Inflation: A Scorecard
Aug 26, 2020 -
Factor and Risk Modeling
MSCI Agency Prepayment Model Updates
Aug 21, 2020Related products: