MSCI
Adapting FRTB strategies across Apac markets
As Apac banks face FRTB deadlines, MSCI explores the insights from early adopters that can help them align with requirements
Goldman’s Marquee is a gradual revelation
Multiple apps are being corralled into a sticky cross-asset ecosystem, updated with Python and cloud
Asia moves: Senior hires at BNP Paribas, BNY Mellon and more
Latest job news from across the industry
Foreign banks set to boost onshore Korean won trading
Plans for longer trading hours and more open interbank FX market will stoke KRW hedging demand
Ukraine war exposes risks in ‘naive’ ESG investing
Quants say funds have underperformed and will not aid transition to net zero
Finding the investment management ‘one analytics view’
This 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
Finding the investment management ‘one analytics view’
To meet their investment goals in today’s markets, chief investment officers (CIOs) and investment managers need a single view of risk and performance. So why is it so hard to achieve?
Correlation ‘is not causation’ for rates and value stocks
Some quants remain unconvinced by the ‘great rotation’ away from growth
ETF issuers face dilemma with frozen Russian funds
To liquidate or not to liquidate? BlackRock, VanEck and Lyxor risk lawsuits if they wind down ETFs
How Russian stocks still meet EU rules for ‘good governance’
Loose SFDR definitions leave room for Russian state-owned firms to remain in article 8 funds
MSCI’s temperature scores stir angst among green investors
Ratings firm says world’s biggest wind power company will produce more global warming than Shell
Does regulators’ favourite climate risk metric measure up?
FSB and Basel Committee back climate VAR, but practitioners will take some convincing
Assessing climate risk in bond portfolios
Running climate stress tests on bond portfolios is a nascent exercise for many asset managers. MSCI looks at what to consider when optimising bond portfolios for climate exposures
Climate transition and bonds: risk or opportunity?
Measuring climate risk on bonds is a nascent discipline. Andy Sparks, fixed income and multi-asset product research at MSCI, looks at how to apply climate analytics to fixed income portfolios
The sticky question of Europe’s oil-ridden ESG funds
NN Investment Partners SFDR fund holds 91% of investments in oil and gas companies
EU and UK climate rules may lead to a disorderly transition
Asset managers can wait until 2024 to disclose the carbon emitted by their investments
Green figures: EU funds search for sustainable taxonomy data
Fund managers must report compliance with taxonomy before many investee companies
Regulators must make firms reveal climate risk – MSCI, FRR
Asset managers need accurate data on carbon emissions, followed by targets to lower them
Goldman inks modelling, data tie-up with MSCI
Move to cross-sell risk analytics could herald further content deals for bank’s Marquee platform, says sales chief
Calls grow for more oversight of ESG ratings
Current metrics are too fragmented and should have regulatory oversight, panel argues