Research and regulatory engagement

MSCI’s risk and regulation research team actively monitors relevant regulatory developments and engages with regulators globally through consultations, presentations and workgroups, in order to provide continually improved solutions to our clients.  In this section we share our proprietary research and public comment letters to regulators.

SEC Proposed Rule on Open-End Fund Liquidity Risk Management Programs and Swing Pricing:

• Consultation Document
• MSCI Comments on SEC Proposed Rule on Open-End Fund Liquidity Risk Management Programs and Swing Pricing (File Number S7-26-22)

SEC Rule 22e-4:

• SEC Response to SEC Rule 22e-4 proposal  (opens in a new tab)
• MSCI Comments on SEC Proposed Rule: Investment Company Liquidity Disclosure (opens in a new tab)

Regulatory Capital:

• MSCI comments on the Basel Committee for Banking Supervision Second Consultative Document—Fundamental Review of the Trading (2012)  (opens in a new tab)
• MSCI comments on the Basel Committee for Banking Supervision Second Consultative Document—Fundamental Review of the Trading (2014)  (opens in a new tab)
• MSCI response to the Consultative Document “Review of the Credit Valuation Adjustment Risk Framework” (2015)  (opens in a new tab)

Stress Testing:

• Response to ESMA for the Consultation Paper on the Guidelines on liquidity stress testing in UCITS and AIFs
• Response to AMF consultation on Stress Testing

European Supervisory Authorities (ESAs) EBA, EIOPA and ESMA:

• Download here (opens in a new tab)

For more information on Regulatory Engagement and how MSCI can help, contact us today.