BarraOne 3.7 - New Features Overview

Please join us for a webinar on an overview of the major new risk management features and enhancements being released in BarraOne 3.7, released in March 2013.

Highlights of this release include additional coverage for local-currency emerging debt markets, new asset and factor correlation reports, correlated credit spread stress tests, user supplied curves for discounting liabilities, custom exposure instruments, and an extra-long horizon version of Barra Integrated Model (BIM).

Factor Risk

• Extra-long horizon Barra Integrated Model (BIM XL)
• Daily Factor Returns for all Equity Models
• China International Model
• Local Term Structure Models for India, Hong Kong, and Mexico
• Issuer Specific Risk Model
• Fixed Income Implied Volatility Factors

Usability and Workflow

• Asset Correlations Report
• Factor Correlations Report
• Improved Portfolio Search

Analytics

• User Supplied Interest Rate Curves
• Custom Exposure Assets
• Correlated Credit Shocks in Stress Testing
• Optimizer Enhancements

Data

• Additional Bond Future Coverage
• Additional System Benchmarks