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We are an independent provider of research-driven insights and tools for institutional investors. We have deep expertise in the areas of risk and performance measurement that is based on more than 40 years of academic research, real-world experience and collaboration with our clients.
Our broad product line supports clients’ needs across all major asset classes and provides them with a consistent way of looking at risk and performance from front to middle office. We have a highly flexible business model that enables clients to select the individual products and services they need and integrate them into their own investment processes and methodologies. Source
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| Scope | Trade/B2B |
|---|---|
| Language | English |
| Country | United Kingdom |
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Recent Articles
Search ArticlesPrivate Capital In Focus: The State of Private Markets - Beyond the Report
Oct. 7, 2026 10:00 a.m. EDT New York • 3:00 p.m. BST London Location: Virtual Platform In May, MSCI's State of Private Markets report set out five forces reshaping the industry in 2026. Join Ralph Eissler and Greg Kohles live as they open with MSCI's latest quarterly benchmark results, revisit the themes of the report, and discuss what to watch for the rest of the year.
Five Financial Signals from Climate Week NYC
Location emerged as the common thread linking physical climate risk, AI, energy security and geopolitics to financial performance. Across capital markets, the focus is shifting from identifying exposure to translating intersecting risks into inputs for valuation, credit and underwriting. Forward-looking signals are gaining importance, from companies' transition readiness to the financial value of resilience and the physical constraints shaping the AI buildout.
Sustainability and Climate in Focus
Join MSCI's experts as they examine how the sustainability and climate investing landscape is shifting, and what that means for asset owners planning their next move. In this virtual event, we'll look at how the rise of big tech and recent geopolitical shifts are reshaping sustainable investing and discuss how asset owners can recalibrate their portfolios for the next stage of their climate investing journey.
The Target Is Not the Benchmark
Blog post 11 min read September 17, 2026 Ask an allocator how its private-market program performed last year, and the answer usually arrives in one of three forms: relative to an absolute return target such as CPI plus three percent, relative to a public market equivalent calculation or relative to a universe of peer funds. Each of these figures offers useful information. However, not a single one is a performance benchmark, and the distinction is not purely academic.
Managing the Energy Transition in Equities
Research Paper Guido Giese, Anett Husi, Chris Cote, Harinakshi Raina, Jakub Malich, Zoltán Nagy, Yu Ishihara September 16, 2026 Mentioned in this paper: MSCI Energy Transition Framework | MSCI Implied Temperature Rise | MSCI Net Zero Investment Framework (NZIF) Climate transition risk is getting harder to navigate. Policies are fragmenting, geopolitical priorities are shifting and the companies that win or lose financially keep changing with them.
The Total Portfolio Approach: An Analytical Toolkit
Research Paper Laszlo Hollo, Vishv Jeet, Dimitris Melas, Oleg Ruban September 15, 2026 What does an institution actually need to manage a portfolio in total rather than by asset-class silo? This paper builds that toolkit — a cross-asset factor model that puts public and private holdings on common footing, a way to track thematic and geopolitical exposures across the whole book and cash-flow tools built for the funding and capital risk unique to private commitments.
The Price of Not Knowing
Research Paper Jasmina Buresch, Mathew Lee, Zachary Hirsch, Jeremy Porter September 15, 2026 Company disclosures may leave investors with an incomplete picture of physical climate risk. Across 25,346 global companies we analyzed, 81% mentioned physical climate risk in their disclosures, but only 27% detailed how it could affect the business. Recognition also often came late.
The Long and Short of Factor Indexing: How portfolio construction shapes investment outcomes
Research Paper Abhishek Gupta, Anil Rao, Padmakar Kulkarni September 11, 2026 How a factor index is built shapes what it delivers. This paper compares long-only, 130/30 and market-neutral implementations of momentum, value and quality, built on MSCI’s newly launched Quantitative Factor Indexes. We demonstrate how relaxing the long-only constraint changes factor exposure, transfer efficiency and the active risk profile of a broader equity program.
The Long and Short of Quantitative Indexing
MSCI’s new Quantitative Indexes, powered by MSCI's Next Gen Barra Equity Models, deliver precise factor exposures and rigorous risk controls with the simplicity and transparency of an index - bringing index and active investing closer together and adding new tools to the investor’s toolkit.
The Limits of AI Debt as a Driver of Treasury Yields
Quick take 2 min read September 3, 2026 As long-term Treasury yields reach multiyear highs, a deluge of AI-related bond issuance has been cited as a contributing factor.1 The case is based on supply and demand: As more AI debt is issued, the overall supply of debt increases, and yields on all bonds must rise to attract sufficient demand. This effect is strongest if AI debt competes directly with Treasurys for investor dollars.