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 and shortfall using Monte Carlo and Historical simulations

Two new risk model enhancements, a new cash flow report and additional datasets, highlight June's upcoming BarraOne release. Learn more about the new features.