Extended-lister
Showing 51 - 60 of 66 entries
-
Press Release
企業年金連合会がMSCIのリスク管理ツールを採用PDF
-
Research Report
Research Insight - Risk from Any Altitude: Using the BarraOne Macro Factors - March 2014This Research Insight is the first in a series of practitioner-oriented case studies based on typical problems faced by institutional investors. This paper addresses the new 'Macro Factor' feature in BarraOne 3.8. Many institutional investors benefit from the granularity of a bottom-up factor model, while others prefer a more aggregated view, decomposing risk into broader themes. The BarraOne Macro Factor feature allows investors to have both views: 'zooming out' to the desired level for top...
Risk Management Analytics BarraOne
-
Support Site Video
Performance Analytics - BarraOne 3.9 ReleaseRisk Management Analytics BarraOne
-
Support Site Video
Second Generation Private Real Estate Risk ModelingRisk Management Analytics BarraOne
-
Support Site Video
BarraOne 3.8 Webinar Series: Modeling Surplus Risk in BarraOneRisk Management Analytics BarraOne
-
Support Site Video
BarraOne 3.8 Webinar Series: Using Macro Factors to Model Multi Asset Class PortfoliosRisk Management Analytics BarraOne
-
Research Report
Technical Note - Updates to the BarraOne Fixed-Rate Agency MBS Prepayment Model - November 2013BarraOne uses the Barra Prepayment Model for Agency Mortgage-Backed Securities. On October 26, 2013, we updated the parameters of the fixed-rate MBS model to better capture evolving prepayment speeds and analytics. In this Technical Note we compare old and new tunings and look at collateral behavior, concentrating on the resulting risk analytics for mortgage indexes, index constituents, and the TBA coupon stack.
Risk Management Analytics BarraOne
-
Research Report
Market Insight - Stress Scenarios for Japanese Government Bond Yields - October 2013This paper, second in a series of three, examines the potential impact of rising Japanese Government Bond yields on a range of sample portfolios. We create scenarios that model market conditions associated with a rise in yields using factors in the Barra Integrated Model. A key insight is that the underlying cause of the rise in yields matters greatly for the spillover effects associated with the scenario. In particular, the different stories behind the rise in yields have...
Risk Management Analytics BarraOne
-
Case Study
A Renewed Focus on Risk Management at US Public PensionsWith a renewed focus on risk management, PRIM conducted an extensive review of service providers to identify one that could best enable its investment staff to achieve its strategic objectives. PRIM selected BarraOne as its risk management system primarily due to the quality of its risk models and data. In addition, PRIM’s selection was based on BarraOne’s insight into decision making for long-term institutional investors around central risk management, asset allocation, risk...
BarraOne RiskMetrics RiskManager
-
Support Site Video
Performance Analytics - BarraOne 3.7