BarraOne®
An integrated, holdings-based risk and performance attribution platform for traditional, multi-asset
class target date and liquid alternative strategies

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, derivativeand 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.

Key benefits and featuresAnalytical highlights• Analyze traditional, multi-asset class, target date and• A choice of models: macro-level to granular models acrossliquid alternative strategies using multiple views ofportfolio exposures, including:multiple ex-ante horizons.
• User-defined and historical cross-asset class stress tests		

•Ex-ante Barra factor risk

using full revaluation.		

•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.

• Historical and Monte Carlo VaR simulations
and shortfall.
• Instrument-specific pricing models for derivative, cash
bond, securitized and structured instruments.
• Integrated INTEX cashflow models for non-agency
securitized deal analytics.

• Perform on-demand what-if analysis and reporting• Immunization and cash flow analysis.

• Analyze the impact of liability hedges under market,• Asset Liability Management analytics including surplus

funding, asset allocation and longevity scenarios.

risk and funding ratios.

• Deliver high volume and regulatory risk reports using
extensive automation capabilities.
• Access the application using a web browser. No software
to install or maintain.

Identify sources
of risk and return

Measure impact
of market
stress tests

Perform
pre-trade and
what-if analysis

Compute surplus
risk andfunding ratios

Evaluate multimanager andtarget datestrategies

Deliver highvolume portfolio
and regulatoryreports

BarraOne® | msci.com

Integrated market data
• Global security master covering instruments across

The MSCI Risk and Portfolio Management
Analytics Suite
BarraOne is part of MSCI’s suite of Risk and Portfolio

asset classes.
• Over 3,000 global constituent-level benchmarks, including
MSCI, S&P, Russell, FTSE, Barclays and other major

Management Analytics tools, which include:• Performance Analytics – Identify sources of return using
Brinson, Equity Factor and Fixed Income attribution

benchmark families.
• Equity prices, term structures, spreads and other global
market data, updated daily.

methods. Clients can analyze their entire hierarchy ofportfolios to understand sources of return and risk side-byside, using the Multi-Portfolio Attribution model (MPA).

BarraOne® client support• Supported by a highly trained 24x5 Client Service teamworking from multiple offices around the world.
• Asset management risk specialists to provide productand analytics expertise, and disseminate risk management
best practices.
• Access to our Applied Research team to provide analyticaland industry expertise to help clients effectively implement
and utilize our products.

• Equity Strategy Portfolio Construction – Using the same
portfolio storage and instrument analytics infrastructure as
BarraOne, Barra Portfolio Manager is designed for research,
reporting, strategy development, portfolio construction
and performance attribution via a flexible and customizable
user interface.
• LiquidityMetrics – A multi-asset class liquidity risk
measurement framework that uses market impact
models to compute liquidity risk analytics for multi-asset
class portfolios.

• Customized training sessions and events, including
national and local research conferences.

• Managed services – Portfolio reconciliation, data cleansing
and scheduled report generation under a Service Level
Agreement framework.

Additional Components
BarraOne®

Research

Performance Analytics
Equity Strategy Portfolio Construction

RiskAnalytics

Marketdata

LiquidityMetrics
Clientservice

Managed services

About MSCIMSCI is a leading provider of critical decision support tools and services for the global investment community. With over 45 years ofexpertise in research, data and technology, we power better investment decisions by enabling clients to understand and analyze key
drivers of risk and return and confidently build more effective portfolios. We create industry-leading research-enhanced solutions
that clients use to gain insight into and improve transparency across the investment process.
To learn more, please visit www.msci.com.
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