MSCI in Practice: Modelling Private Infrastructure in a Multi-Asset Class Portfolio 2021 | MSCI Inc. | 24 February 2021 | Virtual Platform
Venue
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| Event Date |
Wed Feb 24 PST (almost 4 years ago)
In your timezone (EST): Wed Feb 24 11:00am - Wed Feb 24 11:00am |
| Location | Virtual Platform |
| Region | Americas |
Details
We are pleased to continue our MSCI in Practice series to bring you actionable insight to help build better portfolios. On February 24, 2021, we present: Modelling Private Infrastructure in a Multi-Asset Class Portfolio Using BarraOne.
Private infrastructure is a growing part of our clients’ portfolios. It is a very diverse asset class, presenting unique challenges to modeling its risk exposures, integration with other asset classes, and impact on the total portfolio.
During this webinar we demonstrate how to identify and quantify exposure to systematic infrastructure factors, and how infrastructure holdings affect a multi-asset class portfolio’s total risk profile. We will also review how to more precisely represent private infrastructure based on key characteristics, and differences between private infrastructure-specific factors and proxy approaches.
Agenda topics:
• Insights into Infrastructure
• Introduce MSCI Private Infrastructure modelling service
• Capture heterogeneous characteristics into systematic factors in the MAC model
• Portfolio risk analysis and stress testing
Speakers
2021 Speakers
Puneet Kumar
Executive Director, Client Coverage, MSCI
Miguel Leboreiro
Vice President, Analytics, MSCI
Yang Liu
Executive Director, Factor Research, MSCI