MSCI in Practice: Multi-Period Stress Testing: A New Lens for Portfolio and Risk Management 2021 | MSCI | 10 February 2021 | Virtual
Venue
Virtual
Virtual
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| Event Date | Wed Feb 10 EST (almost 4 years ago) |
| Region | All |
Details
We are pleased to continue our MSCI in Practice series to bring you actionable insight to help build better portfolios.
Multi-Period Stress Testing (MPST) is a new MSCI innovation that enables investors to understand the impact of hypothetical scenarios that could take over a decade to play out. MPST’s ability to compute shocks over multiple periods provides more realistic long-horizon scenarios for risk management and portfolio construction.
During this webinar we will demonstrate how different portfolio allocation strategies perform under hypothetical multi-period inflation scenarios.
Agenda topics:
• Review the foundation for Multi-Period Stress Testing
• Use MPST scenarios to analyze the impact of reflation, disinflation and stagflation on different allocation strategies
• Understand the trade-off between short-term drawdown and long-horizon return
Speakers
2021 Speakers
Ian Jester
Vice President & Client Coverage, MSCI
Paulina Serrano
Vice President, Analytics Product Management, MSCI