BarraOne

Overview

BarraOne is a global, multi-asset platform for total plan risk and performance. Powered by the Barra Integrated Model (BIM), it covers multiple risk management approaches to provide plan sponsors and asset manager with a comprehensive view of risk.

Key Features

Clients can use BarraOne to help them:

  • Identify and quantify the sources of investment risk across multiple asset classes, strategies, and global markets
  • Understand whether manager return sources are aligned with investment mandates
  • Bring distinct investment strategies, whose risks are managed locally, onto one platform for a consistent measure of risk at the enterprise or total plan level
  • Generate automated risk reports to communicate risk along the same dimensions that the total plan is managed
  • View sources of absolute and active risk using common factors
  • Measure total and active correlations between asset classes and individual managers
  • Stress test strategies to understand their returns under historical or expected market dislocations
  • Measure Value at Risk (VaR) and shortfall using Monte Carlo and Historical simulations

Key Benefits

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