MSCI Barra Unveils Risk Reports


The reporting module captures data from BarraOne via a purpose-built API to create default packages of different report types-such as value-at-risk analysis, the five worst scenarios and their effect on P&L, percentage contribution to total risk, and reports that compare total, benchmark and active risk. Initially, the vendor is offering two default packages for pension funds and portfolio managers as part of clients' BarraOne licenses, though the vendor can also create customized reports for a