MSCI has announced a collaboration with Salt Financial to create risk-controlled index solutions for insurance companies using Salt's patent-pending truVol Risk Control Engine (RCE).
The new indexes will use of historical intraday data for volatility forecasting from truVol which is designed to help increase volatility targeting accuracy and responsiveness for risk control indexes. The parties intend to create new ‘differentiated risk control indexes’ for the indexed annuity market. ‘Our common ambition is to deliver innovative index solutions designed to address investors' needs and investment targets," said Stephane Mattatia (pictured) , glo
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