The Barra Integrated Model

Jan 1, 2002

The Barra Integrated Model is a multi-asset class model for forecasting the asset and portfolio level risk of global equities, bonds and currencies.  The model uses innovative methods to couple broad asset coverage with the detailed analysis of Barra's models that focus on particular markets.  This makes it suitable for a wide range of investment purposes, from conducting an in-depth analysis of a single-country portfolio to understanding the risk profile of a broad set of international investments.