The role of risk management for institutional investors is evolving. Risk leaders are looking to broaden their teams’ focus beyond traditional risk measurement and increase their influence with investment teams. How could AI help? 

The write-down of Credit Suisse’s contingent convertible bonds to zero following its takeover by UBS has left investors questioning just how much risk there is in these instruments. Assurances from regulators don’t seem to have calmed markets.

An issuer’s credit spread should be consistent when measured in the USD- or EUR-denominated markets, because both are measuring the same credit risk. Yet divergence can occur as a result of liquidity or supply-demand imbalances, such as those in the COVID crisis.

MSCI’s Barra Private Real Estate Model (PRE2), Barra Private Equity Model (PEQ2) and MSCI Private Infrastructure Model (PIN1) have advanced the understanding of investments in global private assets. Private assets were once considered low-risk investments uncorrelated with most public assets due to the smoothness in private asset valuations. With innovative statistical methodology, the MSCI private asset models reveal the intrinsic risk in private assets, show large exposures to systematic...

Green bonds tended to offer lower yields than comparable non-green corporate bonds. What could explain green bonds’ lower yields? And is there any relationship between green-bond issuers’ environmental scores and bond yields?