BarraOne® | msci.com
BarraOne is a research-driven platform that helps asset managers identify and manage risk exposures to make more
informed investment decisions. Powered by a long-horizon Barra factor model, BarraOne combines public, derivative
and private asset classes under a unified analytical framework. Integrated performance analytics help managers
match sources of risk with sources of return on an absolute or relative basis.
An integrated, holdings-based risk and performance attribution platform for traditional, multi-asset
class target date and liquid alternative strategies
Key benefits and features
• Analyze traditional, multi-asset class, target date and
liquid alternative strategies using multiple views of
portfolio exposures, including:
Ex-ante Barra factor risk
Full-revaluation stress testing
Value at Risk (VaR) simulations and shortfall
Traditional exposures and sensitivities
• Identify sources of portfolio returns and measure
the impact of risk exposures on return sources using
integrated Performance Analytics.
• Perform on-demand what-if analysis and reporting
• Analyze the impact of liability hedges under market,
funding, asset allocation and longevity scenarios.
• Deliver high volume and regulatory risk reports using
extensive automation capabilities.
• Access the application using a web browser. No software
to install or maintain.
• A choice of models: macro-level to granular models across
multiple ex-ante horizons.
• User-defined and historical cross-asset class stress tests
using full revaluation.
• Historical and Monte Carlo VaR simulations
• Instrument-specific pricing models for derivative, cash
bond, securitized and structured instruments.
• Integrated INTEX cashflow models for non-agency
securitized deal analytics.
• Immunization and cash flow analysis.
• Asset Liability Management analytics including surplus
risk and funding ratios.
of risk and return