MSCI Wins USD 1.5 Billion Mandate from Taiwan Labor Pension Fund
14 Maio 2012 - 10:00PM
Business Wire
MSCI Inc. (NYSE:MSCI), a leading provider of investment decision
support tools worldwide, announced today that the Taiwan Labor
Pension Fund (LPF), the largest pension plan in Taiwan with assets
totaling over USD 43 billion, has chosen MSCI as the benchmark
provider for its new passively managed Global Minimum Volatility
Equity Indexation portfolios totaling USD 1.5 billion.
The indices chosen are the MSCI World Minimum Volatility Index
and the MSCI Emerging Markets ex Taiwan Minimum Volatility Index,
both part of the growing family of MSCI Risk Premia Indices.
“We are delighted that the Taiwan LPF, one of the largest
pension plans in Asia ex Japan, has chosen our indices for this
important new mandate,” said Baer Pettit, Managing Director and
Head of the MSCI Index Business. “This is a significant win for
MSCI and follows on from similar decisions to use the MSCI Risk
Premia Indices by a number of institutional investors including St
James’s Place, Wyoming Retirement System and Credit Suisse AG. This
reflects the growing demand for strategy indices as asset owners
and asset managers alike search for so-called ‘smart beta’.”
The MSCI Minimum Volatility Indices are designed to reflect the
performance of a minimum variance (or managed volatility) equity
strategy. Each MSCI Minimum Volatility Index is calculated by
optimizing a traditional market cap weighted MSCI index to attain
the lowest level of volatility for a given set of constraints.
These constraints are generally designed to ensure index
replicability and investability. They include limits to index
turnover and to index constituent, sector and country weights
relative to the parent index.
For more information on MSCI Risk Premia Indices family,
including the MSCI Minimum Volatility Indices, please visit our
website.
-Ends-
About MSCI
MSCI Inc. is a leading provider of investment decision support
tools to investors globally, including asset managers, banks, hedge
funds and pension funds. MSCI products and services include
indices, portfolio risk and performance analytics, and governance
tools.
The company’s flagship product offerings are: the MSCI indices
with approximately USD 7 trillion estimated to be benchmarked to
them on a worldwide basis1; Barra multi-asset class factor models,
portfolio risk and performance analytics; RiskMetrics multi-asset
class market and credit risk analytics; MSCI ESG (environmental,
social and governance) Research screening, analysis and ratings;
ISS governance research and outsourced proxy voting and reporting
services; FEA valuation models and risk management software for the
energy and commodities markets; and CFRA forensic accounting risk
research, legal/regulatory risk assessment, and due‐diligence. MSCI
is headquartered in New York, with research and commercial offices
around the world.
1As of June 30, 2011, based on eVestment, Lipper and Bloomberg
data.
For further information on MSCI, please visit our web site at
www.msci.com
MSCI (NYSE:MSCI)
Gráfico Histórico do Ativo
De Jun 2024 até Jul 2024
MSCI (NYSE:MSCI)
Gráfico Histórico do Ativo
De Jul 2023 até Jul 2024