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BarraOne® | msci.com
BarraOne®
BarraOne is a research-driven platform that helps asset managers identify and manage risk exposures to make more
informed investment decisions. Powered by a long-horizon Barra factor model, BarraOne combines public, derivative
and private asset classes under a unified analytical framework. Integrated performance analytics help managers
match sources of risk with sources of return on an absolute or relative basis.
An integrated, holdings-based risk and performance attribution platform for traditional, multi-asset
class target date and liquid alternative strategies
Key benefits and features
• Analyze traditional, multi-asset class, target date and
liquid alternative strategies using multiple views of
portfolio exposures, including:
•
Ex-ante Barra factor risk
•
Full-revaluation stress testing
•
Value at Risk (VaR) simulations and shortfall
•
Traditional exposures and sensitivities
• Identify sources of portfolio returns and measure
the impact of risk exposures on return sources using
integrated Performance Analytics.
• Perform on-demand what-if analysis and reporting
• Analyze the impact of liability hedges under market,
funding, asset allocation and longevity scenarios.
• Deliver high volume and regulatory risk reports using
extensive automation capabilities.
• Access the application using a web browser. No software
to install or maintain.
Analytical highlights
• A choice of models: macro-level to granular models across
multiple ex-ante horizons.
• User-defined and historical cross-asset class stress tests
using full revaluation.
• Historical and Monte Carlo VaR simulations
and shortfall.
• Instrument-specific pricing models for derivative, cash
bond, securitized and structured instruments.
• Integrated INTEX cashflow models for non-agency
securitized deal analytics.
• Immunization and cash flow analysis.
• Asset Liability Management analytics including surplus
risk and funding ratios.
Identify sources
of risk and return
Compute surplus
risk and
funding ratios
Evaluate multi-
manager and
target date
strategies
Deliver high
volume portfolio
and regulatory
reports
Measure impact
of market
stress tests
Perform
pre-trade and
what-if analysis
BarraOne® | msci.com
Performance Analytics
Additional Components
Equity Strategy Portfolio Construction
LiquidityMetrics
Managed services
About MSCI
MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 45 years of
expertise in research, data and technology, we power better investment decisions by enabling clients to understand and analyze key
drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions
that clients use to gain insight into and improve transparency across the investment process.
To learn more, please visit www.msci.com.
The information contained herein (the “Information”) may not be reproduced or disseminated in whole or in part without prior written permission from MSCI. The Information may not be used to verify or
correct other data, to create indexes, risk models, or analytics, or in connection with issuing, offering, sponsoring, managing or marketing any securities, portfolios, financial products or other investment
vehicles. Historical data and analysis should not be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information or MSCI index or other product
or service constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy. Further, none of the Information or any MSCI index is
intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The Information is provided “as is” and the
user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. NONE OF MSCI INC. OR ANY OF ITS SUBSIDIARIES OR ITS OR THEIR DIRECT OR INDIRECT
SUPPLIERS OR ANY THIRD PARTY INVOLVED IN THE MAKING OR COMPILING OF THE INFORMATION (EACH, AN “MSCI PARTY”) MAKES ANY WARRANTIES OR REPRESENTATIONS AND, TO THE MAXIMUM
EXTENT PERMITTED BY LAW, EACH MSCI PARTY HEREBY EXPRESSLY DISCLAIMS ALL IMPLIED WARRANTIES, INCLUDING WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
PURPOSE. WITHOUT LIMITING ANY OF THE FOREGOING AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, IN NO EVENT SHALL ANY OF THE MSCI PARTIES HAVE ANY LIABILITY REGARDING ANY
OF THE INFORMATION FOR ANY DIRECT, INDIRECT, SPECIAL, PUNITIVE, CONSEQUENTIAL (INCLUDING LOST PROFITS) OR ANY OTHER DAMAGES EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH
DAMAGES. The foregoing shall not exclude or limit any liability that may not by applicable law be excluded or limited.
©2019 MSCI Inc. All rights reserved | CFS1119
Integrated market data
• Global security master covering instruments across
asset classes.
• Over 3,000 global constituent-level benchmarks, including
MSCI, S&P, Russell, FTSE, Barclays and other major
benchmark families.
• Equity prices, term structures, spreads and other global
market data, updated daily.
BarraOne® client support
• Supported by a highly trained 24x5 Client Service team
working from multiple offices around the world.
• Asset management risk specialists to provide product
and analytics expertise, and disseminate risk management
best practices.
• Access to our Applied Research team to provide analytical
and industry expertise to help clients effectively implement
and utilize our products.
• Customized training sessions and events, including
national and local research conferences.
The MSCI Risk and Portfolio Management
Analytics Suite
BarraOne is part of MSCI’s suite of Risk and Portfolio
Management Analytics tools, which include:
• Performance Analytics – Identify sources of return using
Brinson, Equity Factor and Fixed Income attribution
methods. Clients can analyze their entire hierarchy of
portfolios to understand sources of return and risk side-by-
side, using the Multi-Portfolio Attribution model (MPA).
• Equity Strategy Portfolio Construction – Using the same
portfolio storage and instrument analytics infrastructure as
BarraOne, Barra Portfolio Manager is designed for research,
reporting, strategy development, portfolio construction
and performance attribution via a flexible and customizable
user interface.
• LiquidityMetrics – A multi-asset class liquidity risk
measurement framework that uses market impact
models to compute liquidity risk analytics for multi-asset
class portfolios.
• Managed services – Portfolio reconciliation, data cleansing
and scheduled report generation under a Service Level
Agreement framework.
Research
Risk
Analytics
Market
data
Client
service
BarraOne®
BarraOne®
BarraOne is a research-driven platform that helps asset managers identify and manage risk exposures to make more
informed investment decisions. Powered by a long-horizon Barra factor model, BarraOne combines public, derivative
and private asset classes under a unified analytical framework. Integrated performance analytics help managers
match sources of risk with sources of return on an absolute or relative basis.
An integrated, holdings-based risk and performance attribution platform for traditional, multi-asset
class target date and liquid alternative strategies
Key benefits and features
• Analyze traditional, multi-asset class, target date and
liquid alternative strategies using multiple views of
portfolio exposures, including:
•
Ex-ante Barra factor risk
•
Full-revaluation stress testing
•
Value at Risk (VaR) simulations and shortfall
•
Traditional exposures and sensitivities
• Identify sources of portfolio returns and measure
the impact of risk exposures on return sources using
integrated Performance Analytics.
• Perform on-demand what-if analysis and reporting
• Analyze the impact of liability hedges under market,
funding, asset allocation and longevity scenarios.
• Deliver high volume and regulatory risk reports using
extensive automation capabilities.
• Access the application using a web browser. No software
to install or maintain.
Analytical highlights
• A choice of models: macro-level to granular models across
multiple ex-ante horizons.
• User-defined and historical cross-asset class stress tests
using full revaluation.
• Historical and Monte Carlo VaR simulations
and shortfall.
• Instrument-specific pricing models for derivative, cash
bond, securitized and structured instruments.
• Integrated INTEX cashflow models for non-agency
securitized deal analytics.
• Immunization and cash flow analysis.
• Asset Liability Management analytics including surplus
risk and funding ratios.
Identify sources
of risk and return
Compute surplus
risk and
funding ratios
Evaluate multi-
manager and
target date
strategies
Deliver high
volume portfolio
and regulatory
reports
Measure impact
of market
stress tests
Perform
pre-trade and
what-if analysis
BarraOne® | msci.com
Performance Analytics
Additional Components
Equity Strategy Portfolio Construction
LiquidityMetrics
Managed services
About MSCI
MSCI is a leading provider of critical decision support tools and services for the global investment community. With over 45 years of
expertise in research, data and technology, we power better investment decisions by enabling clients to understand and analyze key
drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions
that clients use to gain insight into and improve transparency across the investment process.
To learn more, please visit www.msci.com.
The information contained herein (the “Information”) may not be reproduced or disseminated in whole or in part without prior written permission from MSCI. The Information may not be used to verify or
correct other data, to create indexes, risk models, or analytics, or in connection with issuing, offering, sponsoring, managing or marketing any securities, portfolios, financial products or other investment
vehicles. Historical data and analysis should not be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information or MSCI index or other product
or service constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy. Further, none of the Information or any MSCI index is
intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The Information is provided “as is” and the
user of the Information assumes the entire risk of any use it may make or permit to be made of the Information. NONE OF MSCI INC. OR ANY OF ITS SUBSIDIARIES OR ITS OR THEIR DIRECT OR INDIRECT
SUPPLIERS OR ANY THIRD PARTY INVOLVED IN THE MAKING OR COMPILING OF THE INFORMATION (EACH, AN “MSCI PARTY”) MAKES ANY WARRANTIES OR REPRESENTATIONS AND, TO THE MAXIMUM
EXTENT PERMITTED BY LAW, EACH MSCI PARTY HEREBY EXPRESSLY DISCLAIMS ALL IMPLIED WARRANTIES, INCLUDING WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR
PURPOSE. WITHOUT LIMITING ANY OF THE FOREGOING AND TO THE MAXIMUM EXTENT PERMITTED BY LAW, IN NO EVENT SHALL ANY OF THE MSCI PARTIES HAVE ANY LIABILITY REGARDING ANY
OF THE INFORMATION FOR ANY DIRECT, INDIRECT, SPECIAL, PUNITIVE, CONSEQUENTIAL (INCLUDING LOST PROFITS) OR ANY OTHER DAMAGES EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH
DAMAGES. The foregoing shall not exclude or limit any liability that may not by applicable law be excluded or limited.
©2019 MSCI Inc. All rights reserved | CFS1119
Integrated market data
• Global security master covering instruments across
asset classes.
• Over 3,000 global constituent-level benchmarks, including
MSCI, S&P, Russell, FTSE, Barclays and other major
benchmark families.
• Equity prices, term structures, spreads and other global
market data, updated daily.
BarraOne® client support
• Supported by a highly trained 24x5 Client Service team
working from multiple offices around the world.
• Asset management risk specialists to provide product
and analytics expertise, and disseminate risk management
best practices.
• Access to our Applied Research team to provide analytical
and industry expertise to help clients effectively implement
and utilize our products.
• Customized training sessions and events, including
national and local research conferences.
The MSCI Risk and Portfolio Management
Analytics Suite
BarraOne is part of MSCI’s suite of Risk and Portfolio
Management Analytics tools, which include:
• Performance Analytics – Identify sources of return using
Brinson, Equity Factor and Fixed Income attribution
methods. Clients can analyze their entire hierarchy of
portfolios to understand sources of return and risk side-by-
side, using the Multi-Portfolio Attribution model (MPA).
• Equity Strategy Portfolio Construction – Using the same
portfolio storage and instrument analytics infrastructure as
BarraOne, Barra Portfolio Manager is designed for research,
reporting, strategy development, portfolio construction
and performance attribution via a flexible and customizable
user interface.
• LiquidityMetrics – A multi-asset class liquidity risk
measurement framework that uses market impact
models to compute liquidity risk analytics for multi-asset
class portfolios.
• Managed services – Portfolio reconciliation, data cleansing
and scheduled report generation under a Service Level
Agreement framework.
Research
Risk
Analytics
Market
data
Client
service
BarraOne®