Extended-lister
Showing 41 - 50 of 66 entries
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Research Report
Constructing a Credit Value Strategy using the BarraOne OptimizerThis document presents a case study describing the specific workflow used to set up the credit value strategy discussed in the paper Navigating Central Bank Intervention in Corporate Bond Markets (Sparks and Sharp 2017). It futher analyzes the impact of the European Central Bank's corporate bond program from the perspective of a hypothetical asset manager pursuing a credit value strategy in euro-denominated corporate debt.
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Support Site Video
Management of Negative Interest Rates in RiskMetrics RiskManager and BarraOneRisk Management Analytics BarraOne RiskMetrics RiskManager
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Support Site Video
BarraOne 3.10 ReleaseRisk Management Analytics BarraOne
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Support Site Video
BarraOne 3.9.1 Release: Performance AnalyticsRisk Management Analytics BarraOne
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Research Report
Product Insight - Integrated Fixed Income Risk and Performance Analysis in BarraOne - July 2014This paper demonstrates how BarraOne's Performance Analytics, the correlated stress test engine, and the risk forecasting model can all be integrated to support the investment decision process. Using a case study, we follow the decisions of a hypothetical bond portfolio manager before and after the September 17, 2013 FOMC meeting where the Fed decided to delay tapering their bond-buying program. We leverage the MSCI Macroeconomic Model to forecast the outcome of the decision on tapering, then...
Risk Management Analytics BarraOne
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Research Report
Product Insight - Integrated Fixed Income Risk and Performance Analysis in BarraOne - July 2014This paper demonstrates how BarraOne's Performance Analytics, the correlated stress test engine, and the risk forecasting model can all be integrated to support the investment decision process. Using a case study, we follow the decisions of a hypothetical bond portfolio manager before and after the September 17, 2013 FOMC meeting where the Fed decided to delay tapering their bond-buying program. We leverage the MSCI Macroeconomic Model to forecast the outcome of the decision on tapering, then...
Risk Management Analytics BarraOne
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Support Site Video
Modeling Wrong Way Risk in CVAPortfolio Management Analytics Risk Management Analytics BarraOne Equity Risk Models RiskMetrics RiskManager
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Press Release
NEPC Selects MSCI's BarraOne and HedgePlatform for Risk Management and ReportingPDF
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Support Site Video
Performance Attribution and Liability Hedges with BarraOne 3.9
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Press Release
Japan's Pension Fund Association Selects MSCI's BarraOne for Multi-Asset Class Risk ManagementPDF