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Barra Credit is designed to facilitate and improve the credit investment process. Barra Credit equips credit investment professionals with a comprehensive set of tools to evaluate credit risky assets and forecast issuer default.
There are two modules in the Barra Credit product:
Barra Credit Pricing
A set of pricing models designed to support mark-to-market, hedging and risk analysis of credit risky instruments such as Bonds, Asset Swaps, CDS, CDS options, basket CDS and Synthetic CDO products. Gives investors the tools needed to perform independent pricing of their credit derivative and synthetic CDO positions.
Barra Credit Data
Data files with Barra Default Probability for use in third-party or in-house systems.
