Barra Integrated Model
Provides a clear and detailed view of risk across markets, asset classes and currencies.

Barra's latest modeling innovation, the Barra Integrated Model, provides a clear and detailed view of risk across markets, asset classes and currencies.

The development of the Integrated Model begins with an analysis of individual assets from 56 equity markets and 46 fixed income markets to uncover the factors that contribute to their risk. The assets, both equity and fixed income, are then combined into a single risk model.

The model provides a structure for detailed risk analysis of any type of portfolio, whether it contains equity assets, fixed income assets or a blend of both.

Key Benefits

Depth and Breadth - Get global perspective and local detail from 56 equity markets and 46 fixed income markets.

Integration - View risk across asset classes with a combination of the factors that explain risk in both equity and fixed income assets.

Detail - Capture the effects of individual assets and local markets for clearer exposure and risk analysis.

Precision - Apply the accurate, forward-looking view of risk provided by Barra's industry-leading multiple-factor approach.

Utility - Use the information provided through Barra's Integrated Model for risk analysis, portfolio construction and risk reporting.