Msci Inc. · NYSE:MSCI
Msci — Investor Presentation (September 2026)
91 slides from Msci's investor presentation, September 2026
Slide 1: MSCI Analytics GAuS User Group
MSCI Analytics GAuS User Group September 2026 Frankfurt 22nd / Zürich 23rd © 2026 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.
Slide 2: Agenda
Agenda 10:30 Registration 11:00 Welcome Remarks Triphonas Kyriakis, Managing Director - Global Head of Enterprise Risk and Performance, MSCI Analytics 11:10 When Geopolitics Meets Economics: Implications for Portfolio Risk Thomas Verbraken, Executive Director - MSCI Research 12:00 Scenario Lab: From
Slide 3: Welcome Remarks
Welcome Remarks Triphonas Kyriakis Managing Director at MSCI Product Management Global Head of Enterprise Risk and Performance Information Classification: GENERAL
Slide 4: When Geopolitics Meets Economics: Implications for Portfolio Risk
Section 1 When Geopolitics Meets Economics: Implications for Portfolio Risk Thomas Verbraken Executive Director - MSCI Research Information Classification: GENERAL
Slide 5: Geopolitics lost to AI, and the cushion thinned
Geopolitics lost to AI, and the cushion thinned A NARROW RALLY AI BEYOND EQUITIES HIGHER RATES, THINNER CUSHION Geopolitics barely dented the rally, AI exposure is now priced in credit, but the gains came from very few and portfolio income Real yields are at 19-year highs and places the equity risk
Slide 6: AI infrastructure produced almost all of the 2026 gain
A narrow rally AI infrastructure produced almost all of the 2026 gain → Korea (+79.6%) and semiconductors (+49.5%) led global markets while software and services fell 20%, all within the same index → Earnings, not multiples, drove ACWI IMI’s 11.3% gain, but semiconductors and technology hardware con
Slide 7: Summer pullback: Rotation within the AI trade, not exit from it
A narrow rally Summer pullback: Rotation within the AI trade, not exit from it → Hardware for AI rose about 106% to June 22 then fell about 20% in five weeks; data centers rose about 92% then gave back 15%, while software applications gained about 11% → The layers that led the multiyear rerating car
Slide 8: Momentum exposure, not capex, explains who got hit
A narrow rally Momentum exposure, not capex, explains who got hit → As of June 22, before the drawdown, hardware, data centers and energy providers were the only components carrying positive momentum exposure. The digital and applications layers were flat or negative, and that was what cushioned the
Slide 9: Top-rated credit has started trading like equity
AI beyond equities Top-rated credit has started trading like equity → Credit barely moved: hyperscaler balance sheets keep default risk extremely remote, with Oracle the exception on already-elevated spreads → But the two markets began moving together. The correlation turned sharply negative for eve
Slide 10: Multi-asset income has become a bond story
AI beyond equities Multi-asset income has become a bond story → AI capex has pushed US total yield to its 15th percentile since 2005, and the compression sits with the sectors building AI capacity → Coupons reset the other way after 2022, so bonds now supply roughly 70% of a balanced portfolio’s cas
Slide 11: The whole rise in yields has come from real rates
Higher rates, thinner cushion The whole rise in yields has come from real rates → At 5% the 10-year is back to July 2007 levels and the 30-year, at 5.4%, has not been here since June 2007 → Breakeven inflation has barely moved, holding a 2.2% to 3.2% range for five years. Real yields did all the wor
Slide 12: The rates factor now adds risk in both portfolios
Higher rates, thinner cushion The rates factor now adds risk in both portfolios → In a 60/40 the term-structure factor flipped from diversifying to additive: contribution from -18 bps to +32 bps → In high yield, rate risk rose from 7 bps to 111 bps and is now 39% of risk. Both moves are correlation,
Slide 13: A thinning risk premium leaves little room for error
Higher rates, thinner cushion A thinning risk premium leaves little room for error → MSCI’s forward equity risk premium for the US has compressed to its lowest level since the dot-com era, far below its roughly 4% long-run average, driven by AI-lifted multiples and the climb in real rates off deeply
Slide 14: Three lenses for navigating market volatility
Three lenses for navigating market volatility REAL TIME GRANULAR FORWARD-LOOKING Structural Scenario Monitoring Intelligence analysis What has Where does it What does it mean changed? concentrate? for portfolios? We apply these three lenses to the Iran conflict Information Classification: GENERAL 14
Slide 15: Local conflict fractured the oil-equity relationship
Monitoring Local conflict fractured the oil-equity relationship → In four of six GCC countries, oil-equity correlations turned negative, the opposite of the Russia-Ukraine pattern, when rising oil lifted the region GCC equity and credit decoupled from oil prices MSCI Research. Correlation of GCC equ
Slide 16: Iran conflict split GCC sectors
Monitoring Iran conflict split GCC sectors → The initial market reaction in GCC countries was a rotation, not a blanket sell-off: Real estate, IT and industrials sold off; energy and health care held up → Momentum now weakest factor, while it was the strongest during Russia-Ukraine; defensive/income
Slide 17: Hardest-hit sectors tended to have least international revenue
Structural Intelligence Hardest-hit sectors tended to have least international revenue Revenue exposure explained the sector dispersion in GCC equities → About 80% of GCC equity revenue is domestic: Sectors with the smallest international footprint tended to take the biggest hit → Revenue data turne
Slide 18: Supply-chain exposure traces the shock beyond the Gulf
Structural Intelligence Supply-chain exposure traces the shock beyond the Gulf → China, Korea, India and Taiwan, the four largest EM constituents, are the most oil-import dependent. Asian petrochemicals, utilities and manufacturing face first-order disruption through Hormuz EM Asia's largest index c
Slide 19: From narrative to portfolio impact: the Iran stress test
Scenario analysis From narrative to portfolio impact: the Iran stress test → The narrative defines the event, three analysis layers inform the shocks, and the shocks are propagated across mandates and asset classes Four steps, and where each number comes from Source: MSCI Research. Schematic of the
Slide 20: Middle East conflicts through a historical lens
Scenario analysis Middle East conflicts through a historical lens → Equities recovered within 12 months after every conflict except 1973, when the oil shock fed an existing stagflation → Only three events pushed real oil more than 50% higher: 1973, Gulf War I and this one. After Gulf War I the surge
Slide 21: The macro layer: a supply-side squeeze
Scenario analysis The macro layer: a supply-side squeeze → Energy prices rebound toward their conflict peak: inflation jumps to 4.9% and growth falls to 0.5%, against baseline growth of 2.0% and inflation of 2.4% → Five years on, inflation is still 0.7 points above baseline and the short rate 0.9 po
Slide 22: Structural Intelligence data sharpens the equity shock
Scenario analysis Structural Intelligence data sharpens the equity shock → Ranked by Hormuz supply-chain impact, the most-exposed sub-portfolios trailed the least exposed by 5.2 points in the first week of the oil shock → That is what shapes the equity shock: a 33-point spread between Brazilian ener
Slide 23: The squeeze leaves few places to hide
Scenario analysis The squeeze leaves few places to hide → The portfolio loses 9.1%: equities, credit, Treasurys and real estate all fall together, with only TIPS and private credit positive → Treasurys lose 5.8% in the same move that costs global equity 12.6%. In this regime the bond sleeve amplifie
Slide 24: The same scenario, very different industry outcomes
Scenario analysis The same scenario, very different industry outcomes → Within a scenario that costs the US market 14%, passenger airlines lose 32% and semiconductors 29% while oil and gas gains 23% → Software loses only 10%, against 26% in the AI transition scenario. The two regimes punish almost o
Slide 25: Conclusion
Conclusion MONITORING STRUCTURAL INTELLIGENCE DATA SCENARIO ANALYSIS → The rates factor flipped from diversifying to → The AI value chain isolated a repricing that sector → A thin risk premium leaves little cushion if real rates additive in a 60/40 portfolio classifications missed rise further → Rat
Slide 26: Appendix
Appendix Information Classification: GENERAL 26
Slide 27: Software is written down in buyout, bid up in venture
AI beyond equities Software is written down in buyout, bid up in venture → Buyout software fell 7.9% in the US and 3.6% in Europe in Q1 2026, while buyout ex-software was positive → The divide is vintage, not sector: pre-AI legacy software is being written down in buyout books while AI-native busine
Slide 28: This year repriced the same way: real, not inflation
Higher rates, thinner cushion This year repriced the same way: real, not inflation → Of the two-year’s 99 bp rise from the Feb. 27 low, 86 bp came from real rates and only 14 bp from breakeven inflation. The 30-year rose just 44 bp, leaving 2s10s and 2s30s near their tightest of the year → Breakeven
Slide 29: Six months on, this oil shock still has not unwound
Scenario analysis Six months on, this oil shock still has not unwound → Across the 23 Middle East conflicts since 2005 the oil move faded within a month: the historical median is back at zero by day 20 and below it thereafter → This one peaked 71% higher, fell back to +4% on the June ceasefire, then
Slide 30: Scenario Lab: From Macro Narrative to Risk Propagation and Communication
Section 2 Scenario Lab: From Macro Narrative to Risk Propagation and Communication Sam Rubandhas Managing Director - EMEA Head of Product Specialists, MSCI Analytics Information Classification: GENERAL
Slide 31: World defined by Macroeconomic Scenarios
Scenario Analysis: State of the world World defined by Macroeconomic Scenarios Information Classification: GENERAL 31
Slide 32: From narrative to validated portfolio impact
From narrative to validated portfolio impact THE CHALLENGE STRESS TEST BEYOND RISK TEAM Scenario analysis is crucial Workflow that guides you Bringing scenario analysis to tool for understanding through stress test design, as stakeholders beyond the Risk portfolio risk in fast-moving if an expert we
Slide 33: Approach and Methodology
Approach and Methodology 4-step process translating macro narratives into quantifiable portfolio-level risk impacts across market, credit, liquidity, and counterparty risk exposures Use interactive dashboarding across stakeholders: evaluate portfolio fit, benchmark scenario against historical episod
Slide 34: Four catalysts behind 80 years of US equity drawdowns
Scenario Analysis - Categorize Four catalysts behind 80 years of US equity drawdowns 34 US equity drawdowns over 10% since 1946. Catalyst type drives both the depth of the drop and the time to recover. MACROECONOMIC FUNDAMENTAL LEVERAGE / LIQUIDITY NONECONOMIC Avg −25% drop; ~22 Avg −20% drop; ~14 A
Slide 35: Macro events deepest and longest; noneconomic fastest
Scenario Analysis - Categorize Macro events deepest and longest; noneconomic fastest Catalyst Max drawdown Drawdown speed Peak to bottom Bottom to recovery Macroeconomic ~ −25% ~ 4% / month ~ 10 months ~ 12 months Fundamental ~ −20% ~ 4% / month ~ 6 months ~ 8 months Leverage / liquidity ~ −17% ~ 16
Slide 36: Articulate Impact of Scenario
Scenario Analysis: Contextualize it Articulate Impact of Scenario Information Classification: GENERAL 36
Slide 37: Start from third-party macro forecasts
Start from third-party macro forecasts Bring in macro forecasts from providers such as Oxford Economics and translate them into MSCI's Macro Finance Model. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will
Slide 38: Macro narrative to granular factor shocks
Macro narrative to granular factor shocks Input your Macro narrative into MSCI's Macro Finance Analyzer and translate them to shocks on granular factors. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will b
Slide 39: Understand historical factor data
Understand historical factor data Explore how risk factors have behaved through past market regimes, using historical data to ground and validate the scenario. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it
Slide 40: Finalize granular factor scenarios
Finalize granular factor scenarios Finalize the granular factor scenarios and apply them to the portfolio. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will be developed into or offered as a commercial pro
Slide 41: Enhancing Scenario Quality
Scenario Analysis: Quality check Enhancing Scenario Quality Information Classification: GENERAL 41
Slide 42: Macro Stress-Testing Flow
Macro Stress-Testing Flow 4 IMPACT ON RISK MEASURES & METRICS MSCI MODULES / MODELS / DATA 1 MACRO MODELLING Macro Scenario Market Risk & Stress test Module Oxford Economics · GEM Portfolio P&L → 120+ Pricing models Growth · Inflation · Policy & rates · Factor - based & full revaluation → 3.1M + ris
Slide 43: Scenario Analysis: Deep Dive
Scenario Analysis: Deep Dive Information Classification: GENERAL 43
Slide 44: Macroeconomic Scenarios
Scenario Analysis: Communication Macroeconomic Scenarios Information Classification: GENERAL 44
Slide 45: Macroeconomic Scenarios: Detailed View
Scenario Analysis: Communication Macroeconomic Scenarios: Detailed View Information Classification: GENERAL 45
Slide 46: Compute Market factor shock Impact
Compute Market factor shock Impact Apply the factor shocks to compute the portfolio's market impact across positions and exposures. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will be developed into or of
Slide 47: Funding liquidity impact
Funding liquidity impact Assess funding liquidity under normal and stress scenario conditions. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will be developed into or offered as a commercial product or serv
Slide 48: Market Liquidity Impact
Market Liquidity Impact Measure how the scenario affects market liquidity across various dimensions. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will be developed into or offered as a commercial product o
Slide 49: Credit Impact
Credit Impact Evaluate the scenario's effect on credit exposures and issuer risk across the portfolio. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will be developed into or offered as a commercial product
Slide 50: Counterparty Impact
Counterparty Impact Quantify counterparty credit exposure under the scenario to analyze concentration and potential default risk. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purposes only. There is no guarantee that it will be developed into or offe
Slide 51: Evaluate the impact of macro narrative on portfolio allocation
Evaluate the impact of macro narrative on portfolio allocation Compare initial versus stressed asset allocation, with portfolio performance, top risk contributors and reallocation under a scenario. Disclaimer: The dashboard is still in development and provided for illustrative and discussion purpose
Slide 52: Q&A
Q&A Information Classification: GENERAL 52
Slide 53: Latest Product updates and outlook
Section 3 Latest Product updates and outlook Thomas Moser Executive Director - Global Product Manager, MSCI Analytics Information Classification: GENERAL
Slide 54: Released to you in the last 18 months
LATEST PRODUCT UPDATES & OUTLOOK Released to you in the last 18 months Making MSCI your preferred provider for risk and return. Cover your full portfolio with front office quality Serve the full range of risk and return use cases Private assets The new Private Credit Factor Model adds 30 new factors
Slide 55: Coming to you, looking for your feedback as we develop
LATEST PRODUCT UPDATES & OUTLOOK Coming to you, looking for your feedback as we develop A first look at what is next. Tell us what matters most for your portfolios. Cover your full portfolio with front office quality Serve the full range of risk and return use cases New Private Equity Model (PEQ3) P
Slide 56: Don't just hear it, see it: four live demos
LATEST PRODUCT UPDATES & OUTLOOK Don’t just hear it, see it: four live demos Run live by Uwe and Martin · use case extensions in action Market Regime Analysis using Custom Fast Grouping in Performance Attribution Covariance Analyze your portfolios interactively intra day, not only at the end Stress
Slide 57: The MSCI ALM Module
The MSCI ALM Module NII and EVE, reinvestment logic, the bankDeposit model, and its regulatory context Martin Herzberger © 2026 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.
Slide 58: IRRBB - a supervisory reporting requirement
IRRBB - a supervisory reporting requirement The requirement How it's tested Two lenses on the same risk Prescribed shocks, both statistics → Basel's IRRBB standard (BCBS d368) sets the global baseline → EVE: parallel up/down, steepener , flattener, short - rate shocks → EBA/GL/2022 - 14 implements i
Slide 59: New - Two statistics from the same balance sheet
New - Two statistics from the same balance sheet NII - Net Interest Income EVE - Economic Value of Equity The earnings view The value view → Interest earned minus interest paid, over a horizon → Present value of all assets minus all liabilities → Requires the balance sheet to evolve over time → Run
Slide 60: New - Bank Deposit Model
New - Bank Deposit Model Field What it does New? Maturity Date Effective maturity used in projecti ons - behavioral, not Yes - behavioural contractual Index Reference rate the deposit tracks (e.g. SOFR) Yes - choice field Interest Formula How the rate derives from the index, e.g. "index - 50" Yes -
Slide 61: New - Re-Investment Logic
New - Re-Investment Logic likeForLike newInstrument Roll forward identically Reinvest into a defined target → Maturing position is replaced with the same terms → Maturing position replaced by an explicitly defined instrument VS → Same structure, tenor profile, and risk character → Lets the bank mode
Slide 62: The MSCI Hedge Calculator
The MSCI Hedge Calculator Martin Herzberger © 2026 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.
Slide 63: MSCI Hedge Calculator — what it's useful for
MSCI Hedge Calculator — what it's useful for What it does Why it matters to you Turns a bond portfolio into a sized hedge Faster, auditable interest - rate hedging → Reads live key - rate exposure per currency and tenor bucket → Cuts manual DV01 - matching from spreadsheets to minutes → Auto - gener
Slide 64: Portfolio
Portfolio → Add either securities by ISIN or import positions / portfolios straight from RiskManager Information Classification: GENERAL 64
Slide 65: Hedging Settings Screen
Hedging Settings Screen → Expand Hedging Settings in the left sidebar → A new Hedge Workspace tab appears -> clck on it → Set Use Case = "Interest Rate Hedging" → Click “ Populate ” → Set Currency Drilldown (here "EUR“) → Click “Size Hedges” → Four sized hedge candidates with Summary Portfolio / Hed
Slide 66: Hedging Settings Screen
Hedging Settings Screen → Expand Hedging Settings in the left sidebar Set Use Case = "Interest Rate Hedging" Set Currency Drilldown (here "EUR“) → A new Hedge Workspace tab appears -> clck on it → Click “Populate” → Click “Size Hedges” → Click on “Export Hedges” -> “Export to Portfolio” → Go to “Mai
Slide 67: Main Tab After Export
Main Tab After Export → See portfolio and hedges → Customize view for additional stats etc on the right “Columns” Information Classification: GENERAL 67
Slide 68: Thank You
Thank You Questions Contact © 2026 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.
Slide 69: Technology in Action: MCPs, AI Tools and the Next Generation of User Experience
Section 4 Technology in Action: MCPs, AI Tools and the Next Generation of User Experience Luca Pizzolotto Vice President - EMEA Analytics Product Manager, MSCI Information Classification: GENERAL
Slide 70: New User Experience: new delivery methods
Agenda → New User → 01 MSCI MCP Experience: new delivery methods → 02 MSCI Barra BDT Assistant → 03 MSCI Portfolio Risk Calculator Source: Details 70
Slide 71: MSCI MCP
MSCI MCP Luca Pizzolotto, Andrea Salffner MSCI Portfolio Insights MCP Factor Models MCP Open Optimizer MCP Signal Library Information Classification: GENERAL
Slide 72: Transforming investment management with AI
MSCI MCP → Transforming investment management with AI MSCI AI Agentic architecture to bring everything together AI Ready Data and Services Integrated workflows → Extend MSCI’s Content and Services to be → MSCI-managed enterprise workspace — AI ready shared tools, knowledge and infrastructure. → A mo
Slide 73: MSCI AI Portfolio Insights Delivery
MSCI MCP → MSCI AI Portfolio Insights Delivery DATA ANALYTICS MSCI AI PORTFOLIO INSIGHTS User Data MSCI Data Management Service MSCI MSCI Results Warehouse MSCI ONE Dashboards AI Insights AI Insights Agent Portfolios/Positions DATA NORMALISATION APPLICATION PROCESS INTEGRATION MANAGEMENT User Sec Ma
Slide 74: Modern AI technology: Cutting through the noise
MSCI MCP → Modern AI technology: Cutting through the noise → AI Agent integration allows users to ask follow-up questions in natural language — turning insights into conversations and action steps instantly → AI-generated narratives explain key drivers of change across portfolios — helping you under
Slide 75: Factor models MCP
MSCI MCP → Factor models MCP Natural-language access to factor model data, methodology, and analytics — bridging technical complexity and practitioner questions 1 Factor performance & 2 Factor & descriptor 3 Cross-model intelligence 4 Methodology & model analytics knowledge design Query how factors
Slide 76: Conversational access to portfolio optimization
MSCI MCP → Conversational access to portfolio optimization An MCP server connecting MSCI's portfolio construction capabilities to any LLM — build, run, and interpret portfolios through natural language. Autonomous workflow Transparent decision Accelerate onboarding execution support → Sets up and ru
Slide 77: Signal library
MSCI MCP → Signal library Curated data modules Research-backed datasets across many The problem The solution domains including factors, macro, thematics, etc In today’s data-driven markets, gaining an Signal Library provides new research- + edge requires more than intuition – it backed investment si
Slide 78: Signal library – data modules
MSCI MCP → Signal library – data modules Delivery channels Module Name Description Enhance your risk and return models and factor investing strategies using the latest factor data and API: RESTful API for programmatic data access and FactorLab research, designed for easy integration into your invest
Slide 79: MSCI Barra BDT Assistant
MSCI Barra BDT Assistant Andreas Buerger Information Classification: GENERAL
Slide 80: BDT Python Assistant — General Release
BarraOne Developer's Toolkit (BDT) BDT Python Assistant — General Release 2025 2026 First introduced to clients as a concept preview October release — production - ready for client use Turns BarraOne BDT SOAP API tasks into verified, client - ready Python — grounded in real examples and MSCI's offic
Slide 81: Use-Case 1: Create a Portfolio, define a stress test and run it
BarraOne Developer's Toolkit (BDT) Use-Case 1: Create a Portfolio, define a stress test and run it 1 Create the Portfolio Positions imported by weight in one call the assistant builds 1 the request and polls — 2 Define the Stress Test Let the bot know which kind of stress test you want to do 2 3 Run
Slide 82: Use Case 2: Automated Risk Check & Rebalance
BarraOne Developer's Toolkit (BDT) Use Case 2: Automated Risk Check & Rebalance 1 Export the Risk Report Submits the existing Total_Risk export set via SubmitExportJob, polls the job, and 1 2 Check Against the Threshold Parses the downloaded CSV and evaluates every holding's Total Risk — flags the 2
Slide 83: MSCI Portfolio Risk Calculator
MSCI Portfolio Risk Calculator Luca Pizzolotto Information Classification: GENERAL
Slide 84: Pre-Calculated Exposures
Building Blocks : Data → Pre-Calculated Exposures MSCI delivers pre-calculated exposures for 300,000+ Key highlights instruments, giving clients instant access to risk insights → Daily pre-calculated exposures across 300K+ instruments remove the need for model infrastructure and reduce without the n
Slide 85: Instrument Analytics
Building Blocks : Calculation Engines → Instrument Analytics MSCI Instrument Analytics delivers on-demand factor Key highlights exposures, single security analytics, and risk metrics for → On-demand analytics via a single API call (instrument ID + date + market price) provide instant access to expos
Slide 86: Portfolio risk calculator
MSCI Portfolio risk Calculator → Portfolio risk calculator MSCI’s Portfolio Risk Calculator brings its core risk Key highlights analytics engine directly into your environment, enabling → Run MSCI’s risk analytics directly within your infrastructure, ensuring data control and sovereignty. clients to
Slide 87: Final Remarks
Final Remarks Luca Pizzolotto Information Classification: GENERAL
Slide 88: Next Generation of User Experience
Final Remarks → Next Generation of User Experience As we invest in new ways for clients to engage with and interrogate our tools and data, we remain equally committed to strengthening our existing solutions, Risk Manager Local Install being a key example: 1. Chrome Compatibility & Modernization: We'
Slide 89: Contact
Contact Americas Asia Pacific Europe, Middle East & Africa The process for submitting a formal United States China South Africa +1 888 588 4567 (toll free) +86 21 61326611 + 27 21 673 0103 index complaint can be found on the index page of MSCI’s website at: https://www.msci.com/index-regulation Cana
Slide 90: About Us
About Us About MSCI Sustainability and Climate Products and Services MSCI Sustainability and Climate products and services are provided by MSCI Solutions LLC and certain related entities, and are designed to provide in-depth research, ratings and analysis of environmental, social and governance rela
Slide 91: Notice and Disclaimer
Notice and Disclaimer The data, data feeds, databases, reports, text, graphs, charts, images, videos, recordings, models, metrics, analytics, indexes, ratings, scores, The Information does not constitute, and must not be relied upon as, investment advice, credit ratings, or proxy advisory or voting