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barra fixed income risk model

Calculating Interest Rate Factor Exposures: This brief paper defines the calculation of return due to term structure changes and return due to spread changes in the Barra Fixed Income Risk Model. The Barra fixed income risk model ascribes bond returns to two types of local market risk factors aside from exchange rates. They are return...; Tags: Interest Rate, Structure, Barra, Barra Fixed Income Risk Model, Free Trade, Financial Planning, Investment, Financial Services, Finance; White papers 2001-07-15

The Barra Integrated Model Series: A Breakthrough in Modeling Global Equity: The Barra Integrated Model is a major breakthrough in modeling international risk and return for both equity and fixed income securities. This paper in the series focuses on the benefits from the equity portion of the model called BIM equity or BIMe and explains how and why BIMe make a...; Tags: Equity, Modeling, Barra, Barra Integrated Model, Investment, Financial Services, Finance; White papers 2003-09-19