BarraOne 3.7 Practical Applications: Correlated Credit Spread Shocks and Custom Exposures

MSCI invites you to a webinar where we demonstrate practical applications of major features being released in BarraOne 3.7.

We focus on the following use cases:

• How to stress test the impact on equity strategies from changes in credit spread levels
• How to enhance the modeling of complex strategies, or strategies without full transparency, within a Plan Sponsor or Fund of Funds investment structure using custom exposures
• How to discount liabilities using custom user-defined curves

Agenda Topics

Practical examples of how certain new capabilities in BarraOne 3.7 can be used to enhance common risk analysis workflows, including:

• Stress testing multi-asset class strategies for changes in credit spreads
• Discounting liabilities using custom discount rates
• Modeling of complex strategies, or strategies without full transparency
• Modeling of alternative asset classes