Barra Performance on RIMES®
Combining Barra Analytics with RIMES Data Coverage and Delivery.
Barra Performance on RIMES enables users to analyze sources of portfolio return on an absolute or relative basis, helping them to make more informed investment decisions.
Key Benefits:
Analyze multi-asset class portfolio performance
Barra Performance on RIMES enables you to produce performance measurement and attribution analysis on equity, fixed income and balanced portfolios. The Barra Performance model computes portfolio performance on an absolute basis or relative to a benchmark.
Choose the attribution model to fit your needs
Barra Performance on RIMES gives you the ability to choose an attribution model that reflects your investment process:
Attribution model with preloaded benchmarks and market conditions
Barra Performance on RIMES simplifies the use of equity and fixed income benchmarks, as they have already been pre-loaded and are ready to be utilized. A wide range of market data including asset returns and key rate durations are available for asset valuation. Custom benchmarks are also available.
Perform single and multi-currency analysis
Currency attribution explains the component of active return attributed to a global portfolio’s exposure to different currencies. Barra Performance on RIMES supports attribution on single or multi-currency portfolios.
Flexible reporting and grouping
A dynamic and interactive workflow enables you to streamline performance and attribution reporting. There are multiple ways to group the attribution reports including Region, Country, Industry Classifications, Market Cap, Maturity and Ratings. All data sources on RIMES including the leading fundamental and estimate sources are available for grouping purposes. User classifications can also be defined.
RIMES data quality assurance
RIMES' rigorous data checking system ensures that the benchmark data used is already validated. You can be confident that it is of the highest quality. The RIMES 24/7 support team is dedicated to solve any data anomalies in the shortest possible time.
Barra Performance on RIMES offers flexibility in choosing an attribution model.
Key Features:
Attribution models
Fixed Income Attribution
Identify sources of active return due to yield curve movement and credit or spread bets using fixed income attribution.
The platform provides you with support for both arithmetic and geometric definitions of active return in all attribution models. All the computations are carried out based on daily data using individual transaction or portfolio holdings data.
Portfolio trend analysis
Analyze how your portfolios evolved over a reporting period using monthly, cumulative and rolling 6 month period snapshots. Indexed portfolio levels are calculated and available as daily time series for analysis and charting. Quickly determine sources of performance using a number of pre-set reports, or alternatively build your own customized report.
Barra Performance on RIMES brings you an unrivalled list of benchmark and asset data sources, provided and integrated by RIMES.
Thin client desktop application
The RIMES desktop platform is built on a modern web architecture technology; it is fast and highly scalable. Its thin client ensures an extremely quick installation of the software. The efficiency of the RIMES engine and servers minimize download times and empower the end-user with the ability to create flexible, refreshable reports.
Portfolio loading
From a small operation involving a few portfolios to a larger scale involving hundreds, RIMES will make the loading of portfolios simple and straight forward. RIMES will deal with your transactions data and make the integration as seamless as possible.
Easy to use
An intuitive and streamlined workflow makes attribution reporting simple and fast. There are a host of preset reports available which are likely to meet your requirements. However if you have more advanced reporting needs, the set up allows you to generate any number of report formats. It is easy to generate ad hoc reports, changing various parameters and analyze the impact.
Automation
Comprehensive data
RIMES' relationship with all major data suppliers allows us to deliver high-quality, detailed data that meets all your requirements. Global pricing databases from Interactive Data, Thomson Reuters DataScope and The Yieldbook from Citigroup provide extensive asset level information. Together RIMES and Barra Performance enable you to view a wide range of equity and fixed income benchmarks, readily available within the platform. RIMES covers all popular benchmarks, as well as more obscure local benchmarks; other asset classes are also extensively covered.
Further Information
To find out more, please contact us, or visit http://www.mscibarra.com