MSCI Barra Switches Models to Daily Data

DATA DISPLAY & ANALYTICS

Berkeley, Calif.-based risk data and software vendor MSCI Barra is moving the calculation of all of its risk models from a monthly to a daily basis, to produce more accurate estimates and meet demand from hedge funds for more frequent data.

The vendor began experimenting with daily data in 1999 and tested it with clients in 2000. However, it did not roll out any live models using daily data until 2004, the first of which were for US and Japanese equities.

Through the 1980s and 1990s—with the

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: