You can use the following templates to import:

• Portfolio positions »»
• Asset data (prices, scores, etc.) »»
• Portfolio trees »»
• User assets »»
• Portfolio attributes »»
• Market scenarios »»

BarraOne accepts import files in Microsoft Excel and CSV formats. For more information on importing your data, see the BarraOne online help.

To download a template:

1. Right-click on the link.
2. Select Save Target As...
3. In the Save As window, browse to the folder where you want to save the file.
4. Click Save.

You can import portfolio positions by specifying holdings, weight, value, or value and holdings. You can specify positions for different portfolios in different ways, but all positions with a portfolio must be imported the same way. For example, you cannot import some by holdings and some by weight within a portfolio.

You can import multiple portfolios by concatenating them in a single worksheet or across worksheets in a single workbook.

Note: The portfolio positions templates below were introduced on December 20, 2003. Positions files created in previous formats are still usable.

• Portfolio Positions by Holdings Template
• Portfolio Positions by Weight Template
• Portfolio Positions by Value Template
• Portfolio Positions by Value and Holdings Template

You can also use BarraOne's importing features to clear the contents of a portfolio and to delete portfolios:

• Clear Portfolio Contents Template
• Delete Portfolios Template

Use the asset data template to import your own prices, scores, P/E, or other attributes for specific assets.

• Asset Data Template
• Asset Data – Asset Returns for Performance Attribution and VaR Template
• Asset Data – CDS Curve Data Template
• Asset Data – Delete User Data Points Template
• Asset Data – Implied Volatility Surface Data Template
• Asset Data – Implied Volatility Surface Template for Swaptions
• Asset Data – Time-Dimensional Template for Prices

If you have large numbers of portfolios you want to organize into trees, you can create tree files in Excel and then import your Excel files into BarraOne.

• Portfolio Trees Template

You can import a time series of portfolio attribute values for use in Factor-Based Performance Attribution using these Excel files.

• Portfolio return template (XLS 29kb)
• Net asset value template (XLS 40kb)

Use Market Scenarios template to import market scenarios for use in Stress Test Simulations. The Scenario Options workbook catalogs the valid entries for the Market Scenarios worksheet.

• Market scenarios template (XLS 34kb)
• Scenario options template (XLS 189kb)

To fix assets rejected during importing and to ensure complete coverage of your portfolios, you can import your own assets into BarraOne. In addition to the user asset templates for each asset type (see table below), you can download the following documents:

• User Assets Importing Guide (PDF 2mb) Instructions on creating your import files
• Template Mappings (XLS 274kb) Comprehensive reference table of all fields for each asset type
  Note: This workbook contains macros created by MSCI that enable it to function properly.
• Composites in BarraOne (PDF 219kb) Overview of creating and using composite assets in BarraOne

*Proxying provides an approximate representation of an asset, not an exact replica of its characteristics or risk.
While a link proxy is the mechanism you would use to add your own equity security to BarraOne (linking to a comparable asset in the BarraOne database that can serve as a proxy), the use of link proxies is not limited to equities. You can also use link proxies for any instrument type that BarraOne currently covers, except composites, ETFs, and other link proxies.

Last Modified: 30 September 2011