The use of daily factor returns allows Our Long Horizon US Equity Model (USE3L) to respond more quickly to changing market conditions. When risk is highly dynamic, increased responsiveness results in significantly more accurate risk forecasts. We have conducted a number of practical tests to help clients understand the real-world implications and benefits of using USE3L.

Barra's web-based risk analysis platform, BarraOne, now offers a powerful solution for portfolio optimization. Combining the flexible interface of BarraOne with the power of the Barra Integrated Model, the BarraOne Optimizer allows portfolio managers to construct and rebalance portfolios with an unprecedented level of flexibility and precision.

The Barra Integrated Model is a global-multi-asset class model that forecasts asset and portfolio level risk for global equities, bonds and currencies.  Using innovative methods to couple broad asset coverage with detailed local market models, BIM provides in-depth analyses for single-country and global portfolios across asset classes.  The Barra Integrated Model for equities is a major innovation that brings together more than 40 customized single market models in a unified global...