Extended-lister
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BLOG
Inflating Returns with Subscription Lines of Credit
Jan 9, 2024 Patrick Warren , Luis O’SheaThe increased use of subscription lines of credit by general partners in some private-capital funds has lifted returns by squeezing the timeframe over which returns are calculated. We examine buyout, private-credit and real-estate funds to see where the greatest inflation lay.
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Are parts of the global supply chain more reliant on China than other parts? We explore which industries and themes may be more dependent on China from a manufacturing-ecosystem and raw-resources perspective.
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REPORT
ESG and Climate Reporting with Derivatives
Jan 5, 2024 Hitendra D Varsani , Yuliya Plyakha Ferenc , Yu Ishihara , Dinank Chitkara , Rumi MahmoodNo clear guidance presently exists on ESG and climate reporting for derivatives. Using input from market participants, regulatory guidance and a survey of existing research, we propose a framework for more transparent reporting to include derivatives.
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BLOG
Markets in Focus: Concentrating on Diversification
Jan 4, 2024 Hitendra D Varsani , Andy Sparks , Dinank ChitkaraHigher equity and bond correlation combined with increased index concentration suggest now is a good time to revisit allocations across regional, country, sector, style and thematic exposures for adequate portfolio diversification.
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BLOG
Macro Scenarios in Focus: Adapting to the New Normal
Jan 3, 2024 Will Baker , Dora Pribeli , Thomas VerbrakenMarkets seem to be priced for a soft landing, in which inflation returns closer to target levels and recession is avoided. We also consider two potential downside-risk scenarios: a hard landing and a resurgence of inflation.
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As 2024 begins, researchers across MSCI have identified five market-moving trends investors will be focused on this year. Penned by MSCI’s chief research officer, Ashley Lester explores each theme in detail.
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REPORT
Green Bonds and Climate — Towards a Quantitative Method
Jan 1, 2024 Michael Ridley , Jakub Malich , Meghna MehtaWhile examining use of proceeds remains a key element of analyzing green bonds, we highlight four additional metrics to assess these bonds and their issuers in a more quantitative way. They offer a new set of lenses with which to tackle the analysis.
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The RCA CPPI measure the actual price movements for commercial properties based on exclusive transaction data using repeat-sales regression methodology.
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REPORT
An Investor's Guide to Nature and Biodiversity Risks and Impacts
Dec 15, 2023 Arne Philipp Klug , Sylvain Vanston , Mark JwaidehInvestors thinking about biodiversity are asking questions such as, how do I know which holdings are most vulnerable to biodiversity loss? And, can I measure biodiversity risk exposure across my portfolio? We aim to help them start finding answers.
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REPORT
COP28: Key Takeaways for Investors from the
Dec 14, 2023 Oliver Marchand , Linda-Eling Lee , Sylvain Vanston , Chris Cote , Mathew Lee , Elchin Mammadov
Global Climate SummitCOP28 concluded with an agreement for countries to transition away from fossil fuels, marking a historic pivot away from the primary sources of energy that have powered society for nearly 200 years. How can countries — and investors — address these goals?
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BLOG
2024 Trends to Watch in Real Assets
Dec 13, 2023 Will Robson , Alexis Maltin , Jim Costello , David Green-Morgan , Tom Leahy , Benjamin Martin-Henry , Bryan ReidAfter the market dislocation of 2023, investors will be hoping for a calmer 2024 in commercial real estate. We identify five key influences to help investors navigate the challenges and opportunities ahead.
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REPORT
Labeled Bonds: Quarterly Market Overview Q3 2023
Dec 12, 2023 Jakub Malich , Anett HusiThe labeled-bond market brings together issuers that may wish to raise capital to finance various environmental and social commitments and build rapport with sustainability investors. What were the key developments in this market in the third quarter of 2023?
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REPORT
Householding: One Client, Many Accounts
Dec 7, 2023 László Arany , Laszlo Hollo , Joseph Wickremasinghe , Raina OberoiHouseholding applies one target asset allocation across all family assets and manages them holistically for the highest practicable after-tax return. We compare the outcomes of two use cases for householding vs. a single-portfolio approach.
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REPORT
Assessing Corporate SDG Alignment: Identifying Gaps and Opportunities
Dec 6, 2023 Namita Nair , Jurgita BalaisyteIn 2015, the UN launched its Sustainable Development Goals (SDGs) to drive large-scale, positive environmental and societal impact. We mapped these SDGs to four broad themes — environment, society, economy and governance — to analyze corporate alignment patterns.
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Visibility on the use of subscription lines of credit is of key importance to limited partners in private funds. We examined a selection of real-estate, venture-capital and buyout funds to note some key differences between and within private-capital strategies.