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Scenarios, Stress Tests and Strategies for 2016
Jan 19, 2016
Heading into 2016, MSCI examined 12 stress points globally to be used in quantifying the effect on portfolios of a range of shifts in markets, liquidity and the macroeconomy. These stress points include the prospect of additional interest-rate hikes by the Federal Reserve, weakness in the eurozone and a deceleration in Chinese economic growth.
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Research authors
- Andrei Morozov, Executive Director, Equity Factor Modeling Research
- Mehmet Bayraktar, Head of Multi Asset Class Research
- Remy Briand, Head of ESG
- Jesse Phillips, Fixed Income and Multi Asset Class Applied Research
- Carlo Acerbi, Managing Director and Head of Risk Management Research
- Raghu Suryanarayanan, Executive Director, Multi-Asset Class Research
- Thomas Verbraken, Executive Director, MSCI Research
- Roman Kouzmenko, Executive Director, MSCI Core Equity Research
- Jahiz Barlas