BarraOne
Easy to use, web-based, multi-asset class risk platform, powered by Barra Risk Models

As an institutional investor, you know that a deep understanding of risk is key to consistently achieving superior investment results. While many pension plans, asset managers and hedge funds seek to better understand their risk allocation, they do not always have the time and resources required to manage complex portfolio management systems.

With BarraOne you can access our powerful investment analytics via the web.

Via a secured Internet connection, BarraOne provides you with a consistent risk and performance attribution framework across your organization. This enables you to:

• Identify the drivers of risk across your investments. BarraOne is powered by the Barra Integrated Model, our multi-asset class, factor-based risk model.
• Produce daily risk reports along your investment dimensions, across asset classes. With its flexible automation module, you can easily integrate BarraOne into your reporting process.
• Produce monthly performance attribution reports. BarraOne provides insight into your investment process by allowing you to find the sources of excess portfolio returns from your top-down and bottom-up investment decisions.
• Run pre-trade analysis and optimization. BarraOne contains a suite of advanced front office investment analytics.

Broad asset and market coverage

A broad universe of pre-loaded assets and market data is maintained in BarraOne. With most benchmark families one-click away, you can easily decompose your portfolios´ exposures and risk along Barra factors, or your own grouping schemes.

Thanks to its multi-asset class coverage, you can use BarraOne to identify the risk coming from your positions in equities, fixed income, mutual funds, Futures, Swaps, CDS, or alternative investments such as commodities and hedge funds. Risk figures can be sliced along the dimensions that best reflect your different investment processes. For example this may include predictive risk from fundamental sources such as P/E, market capitalization or your internal quality ratings.

Multiple risk perspectives

BarraOne provides an integrated, multi factor-based risk framework, with stress testing and historical VaR simulation capabilities. The multi factor-based risk framework gives you the ability to pinpoint your sources of risk. You can use the stress testing module to simulate your portfolio´s reaction to historical or hypothetical market events. Using historical VaR simulation you can gain insight into the tail of your portfolio´s return distribution. By using these three features you can create a more complete picture of risk.

Performance attribution capabilities

BarraOne Performance provides easy to use, flexible performance attribution capabilities. For multi-asset class portfolios, BarraOne provides a Brinson-Fachler style Allocation-Selection attribution model. For fixed income portfolios, BarraOne combines a factor-based (KRD) approach for analyzing term structure return and a modified-Brinson approach for analyzing spread return.

Decision-making capabilities As a pension plan, allocation team or portfolio manager, BarraOne can help you to measure the risk impact of a "bottom-up" asset switch, "top-down" rebalancing decisions, or optimize your asset selection across your universe of investments. To find out more about how BarraOne and the Barra Integrated Model can be used across your own investment processes, please contact us.