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Barra Credit Portal
Tools to improve the credit investment process.

Barra Credit

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.




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 Screenshot

Barra Credit Portal allows you to:
  • 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.
  • Monitor a portfolio to warn to potential deteriorations in credit quality.

    Please have someone contact me immediately regarding Barra Credit.

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    Barra Credit is the most comprehensive collection of credit measures we've found. By looking at market-implied measures from the equity, bond and derivatives markets, along with our own research and analysis, we have more confidence in our views. And since it is an ASP product, it's simple to use and maintain.

    Deepak Gulrajani, Managing Director, CIO Descartes Capital

    Spot default earlier and more accurately
    Easily screen and monitor a large universe of issuers
    See through misleading financial statements
    Credit Analysts
    Portfolio Managers
    Hedge Fund Managers
    Research Analysts
    View All Barra Credit Resources
    Barra Credit Data Sheet
    Barra Credit White Papers
    Research Publications
    Hedge Funds Review: Merton & Beyond: The State of the Art in Credit Modelling and Trading
    US Credit: Beyond the Bond
    Defaultrisk.com: Featured Research Papers
    CFI Digest: Forecasting Default in the Face of Uncertainty
    Professional Investor: Six Steps to better Credit Returns
    Barra Credit - Complete Overview
    Credit Market Monitor
    Credit Surveillance Matrix
    Contact us about Barra Credit