BarraOne
A global, multi-asset class platform for portfolio risk analysis and performance attribution, powered
by the Barra Integrated Model and delivered through a browser interface
Given today's complex interrelationships between global financial markets and debt, equity,
and derivative instruments, no one approach can provide a complete view of portfolio or plan risk.
BarraOne supports a broad spectrum of risk management tools and strategies to provide insight
into the risks of global, multi-asset class portfolios. With BarraOne, you can analyze equity,
fixed income, derivative, currency, hedge fund, and mutual fund strategies in one system that
captures complex cross-market and cross-asset class relationships while preserving local market detail.
Institutional investors, including fund managers and pension plans, can use BarraOne to:
- Understand the sources of portfolio or plan risk
coming from common factors or idiosyncratic to specific securities
- Capture non-linear risk using Monte Carlo and Historical Value at Risk simulations
- Perform stress testing to assess portfolio P&L under market dislocations
- Analyze sources of return using Brinson Allocation-Selection and fixed income performance attribution methodologies
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- Perform interactive decision support using tools such as Multiple Portfolio Comparison, Mean-Variance Optimizations, Trade Scenario Analysis, and FX Hedging
- View and group portfolio using traditional fixed income and equity analytics to understand the fundamental metrics of risk
- Prepare regulatory reports to address their obligations under certain regulations such as the UCITS III directives
- Minimize operating costs, technology challenges, and support requirements by relying on BarraOne's browser-based technology
With BarraOne, you can focus on the analysis, not the data. There is no system data to download or
manage: securities, futures, ETFs, mutual funds, prices, and global market conditions are automatically
updated on a daily basis.
To find out more about how BarraOne and the Barra Integrated Model can be used across your own
investment processes, please contact us.
