Barra Models
The industry's leading multi-factor models.

Barra's products are powered by the industry's leading multi-factor models, a concept Barra first developed in 1975. It is these models that help our products forecast risk for equity, fixed income, cash and derivative instruments, at both the asset and portfolio level.

Barra's models are developed with a cross-functional team of mathematicians, statisticians and financial engineers, including more than 20 Ph.Ds. Barra's research and data department consists of more than 150 professionals who are constantly monitoring new securities, global market shifts and industry trends in every major world market.

Data accuracy, a crucial piece of risk modeling, is one of the elements that sets Barra apart. Barra data is developed and refined by teams of experienced professionals who aggregate and cleanse raw data from more than 120 suppliers around the world, creating a database that is without peer in its depth and accuracy.

Barra Integrated Model - Offers a clear and detailed view of your risk exposures across markets, asset classes and currencies.

Barra Multiple-Horizon Equity Model - Incorporates daily returns and investment horizon into the proven factor structure of Barra’s industry-leading risk models.

Barra Single Country Equity Risk Models - Cover the world's major equity markets - offering sources of risk and return specific to local markets.

Barra Global Equity Risk Model - Captures the effects of common factors, such as local markets and industries, as well as currencies, on portfolio return.

Barra Trading Models - Ideal for equity traders managing risk over short time horizons.