Barra World Markets Model
Enhance international asset allocation strategies by balancing risk and return.
By providing essential risk analysis, portfolio construction and performance analysis tools for international investors, the Barra World Markets Model helps you implement optimal asset allocation strategies to capture your investment views and risk estimates.
Using an extensive database, the model seeks to enhance portfolio returns while reducing risk. Comprehensive data is provided for 56 equity markets and 46 fixed income markets. With wide index coverage, all major asset classes are represented, including equities, bonds, currencies, commodities and real estate. Using Barra's World Markets Model, you can monitor and control the risk profiles of your portfolios while quickly and easily evaluating performance.
| Barra World Markets Model allows you to: |
| Examine total and active risk relative to FT, MSCI, JP Morgan, Salomon Brothers, or any custom benchmark. |
| Interactively measure the impact of portfolio changes on a local market and currency risk perspective. |
| Identify which assets are the least and most diversifying. |
| Hedge portfolio currency risk and construct hedged benchmarks. |
| Analyze total and active portfolio performance over time. |
| Calculate portfolio value at risk. |
| Evaluate complex portfolios, including short positions and simulated index derivatives. |
| Customize the powerful covariance matrix generator to reflect your investment views, including separate volatility estimates for currencies and assets.
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