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The MSIM Quantitative Credit Strategy Model

Abstract prism with colorful light beams representing Morgan Stanley Investment Management’s quantitative credit strategy model.

Anton Heese Executive Director, Broad Markets Fixed Income Team
Matas Vala Executive Director, Broad Markets Fixed Income Team

Morgan Stanley Investment Management’s Quantitative Credit Strategy model uses a factor-based approach to help guide tactical credit risk positioning in corporate bond markets.

The model is based on five signals: market technicals, risk sentiment, business cycle, carry, and valuation. While each signal has limited predictive power on its own, combining them can create a more robust framework for evaluating when investors may be better compensated for taking credit risk.

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Morgan Stanley

Morgan Stanley Investment Management’s Insurance Solutions team proudly supports our insurance clients with bespoke investment solutions and a comprehensive range of strategies that align well with insurers’ investment objectives and risk tolerances. We provide risk-based capital efficient solutions across public and private market strategies, and add value through thought leadership across insurance research, portfolio management, strategic asset allocation, reporting, risk management, and rating agency/regulatory considerations.

Joel Cramer, CFA
Managing Director, Head of North American Insurance Solutions
joel.cramer@morganstanley.com
Office: 312 706 4216
Mobile: 630 222 6765
 
1585 Broadway,
New York, NY 10036

 

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