Barra Credit Portal
Tools to improve the credit investment process.
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Barra Credit Portal is a web-based system designed to perform bottom-up
issuer evaluation, and to screen, select, and monitor credit-risky assets.
Barra Credit Portal delivers a comprehensive view into the creditworthiness
of an issuer by consolidating data from multiple markets and sources
including bond markets, CDS markets, equity markets, balance sheet data,
and agency ratings.
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Barra Credit Portal includes several screens:
Heat Map & Time Series: Quickly assess the riskiness of all the issuers in your portfolio by viewing a heat map illustrating portfolio hot spots. See the drivers of creditworthiness by viewing a time series chart showing the evolution of multiple measures of creditworthiness such as bond OAS, CDS spread, Barra Default Probability, Agency Ratings, and fundamental data.
BDP Calculator: View and change the inputs into the Barra Default Probability Model. Obtain a clear view into how the issuer ranks against its rating group, sector or industry peers.
Risk Movers: Spot opportunities or threats by viewing the largest movers in the market over multiple horizons.
Watchlists: Upload your portfolio and obtain a consolidated view of all the issuers in your portfolio. The Watchlist provides over 20 measures of company creditworthiness.
Email Alerts: Configure intelligent alerts based on attributes moving across user specified triggers. Triggers are designed to isolate issuer specific risk from sector or market movements.
Spreadsheet Tools: Build fully customizable reports in Excel which update automatically by querying data from the Barra Credit server directly over the internet.
| Barra Credit Portal allows you to: |
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Gain insight to help construct buy/sell recommendations. |
| Evaluate individual bond issues, asset swaps and credit default swaps |
| Understand where the market is trending and what is driving creditworthiness at the issuer, rating group, sector or industry level.
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Monitor a portfolio to warn to potential deteriorations in credit quality. |
Please have someone contact me immediately regarding Barra Credit.