Bringing you live news and features since 2006 

MSCI launches indexes with ITG Fair Value Model

RELATED TOPICS​

MSCI has launched a suite of indexes with the ITG Fair Value Model, making it simpler for active mutual fund managers to explain some of the tracking error that may be linked to the fair value pricing adjustment of their international and global funds.

“MSCI’s full suite of indexes with Fair Value data is a reference tool to help investors explain funds' tracking error versus their benchmarks caused by fair value portfolio pricing,“ says Diana Tidd, Managing Director and Head Americas Index Products for MSCI.”

Steve Weintraub, Director, ITG Portfolio Fair Value Service, says: “Ever since the practice of fair valuing funds with international equity holdings became the industry standard in the US, performance comparisons against such popular benchmarks as MSCI’s have been difficult for some fund managers. MSCI’s indexes with ITG’s Fair Value Model will help fund companies better understand the valuation differences between funds and their corresponding benchmarks.”

MSCI will provide fair value adjusted index level data for 129 flagship MSCI Indexes across MSCI ACWI, MSCI EAFE, MSCI World and the MSCI Emerging Markets Index families.

“MSCI’s full suite of indexes with Fair Value data is a reference tool to help investors explain funds' tracking error versus their benchmarks caused by fair value portfolio pricing,“ says Diana Tidd, Managing Director and Head Americas Index Products for MSCI.

Latest News

Morningstar has published a review of the European ETF market for the first quarter 2024, which finds that it gathered..
ETF data consultant ETFGI reports that assets invested in the global ETF industry reached a new record of USD12.71 trillion..
Calastone has published an ETF white paper which examines several of the processes that take place across the lifecycle of..
Adapting product lines to fit into changing methodologies and meet shifting demand is essential to remaining relevant in the industry..

Related Articles

ETFs
US ETF issuers of active ETFs are facing an increase in fees from the big custodian firms, such as Charles...
Taylor Krystkowiak, Themes ETFs
Themes ETFs opened its doors in December 2023, with an introductory suite of 11 ETFs – seven thematic and four...
Konrad Sippel, Solactive
At the end of March, financial index specialist, Solactive, published its 2024 annual report on future trends.  ...
Lorraine Sereyjol-Garros, BNP Paribas
Following changes to the French Monetary and Financial Code and of the French market authority AMF’s General Regulation, it is...
Subscribe to the ETF Express newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by