A single platform for multi-asset class investment risk management and performance attribution

BarraOne Report Samples

BarraOne offers risk and portfolio managers multiple views of risk allowing them to manage global, multi-asset class portfolios. Powered by the Barra Integrated Model, a common factor model covering 59 equity and 48 fixed income markets, BarraOne helps users identify the fundamental market characteristics driving volatility.

To close the investment management loop, BarraOne performance attribution measures if portfolio positioning decisions are aligned with sources of return.

Through new advances in risk methodologies, such as incorporating information about the empirical fat-tails of factor returns into Monte Carlo VaR simulations, BarraOne provides users with a good understanding of left-tail risk. The flexibility to tune risk model parameters allows users to define multiple horizon models, consistent with their view of market and volatility environments. 

Asset managers, plan sponsors, and other institutional investors use BarraOne to:

  • Identify and quantify the sources of investment risk across multiple asset classes, strategies, and markets
  • Bring distinct investment strategies, whose risks are managed locally, onto one platform for a consistent measure of risk at the enterprise level
  • Unify asset and portfolio analytics across the firm by computing asset and portfolio-level measures using a consistent model
  • Generate attractive, automated risk reports to communicate with portfolio managers, risk management committees, board members, and senior executives
  • Prepare regulatory reports to address obligations under certain regulations such as the UCITS III directives

BarraOne Risk Management

BarraOne offers flexible reporting on multiple views of risk

Click here to find out more about the benefits of BarraOne and how BarraOne and the Barra Integrated Model can be used across your own investment processes, or contact us.