SberMPCI Monetary Policy Cycle Index Tracker

2024: Launch of the tracker for the SBERBANK Monetary Policy Cycles Index

Qualified investors - customers of Sber Private Banking - will now be able to invest more efficiently thanks to the current analytics of the Bank of Russia press releases. In this they will be helped by a tracker for the Index of Cycles of Monetary Policy SBERMPCI, created on the basis of artificial intelligence. This was announced on July 5, 2024 by the First Deputy Chairman of the Board of Sberbank Kirill Tsarev.

The AI-based model works as follows. After each meeting of the Bank of Russia on the key rate, the regulator issues a press release with comments on monetary policy. The text of this document is analyzed using a model that assesses the rigidity of the rhetoric of the Bank of Russia, after which the type of investment instruments of the debt market effective for this rhetoric is determined. In this case, the rebalancing of tools occurs automatically without the participation of the client. The tracker base (the portfolio of instruments, the movement of prices of which is followed by SBERMPCI) is based on diversified indices of the Moscow Exchange of corporate and government bonds, as well as the RUONIA money market rate.

Шаблон:Quote 'author = said Kirill Tsarev, First Deputy Chairman of the Management Board of Sberbank.