BarraOne is able to decompose funds, derivatives and benchmarks. While MSCI supports this logic with a wide offering of market data and an around-the-clock service organization, the lookthrough remains challenging. A couple of positions may quickly turn into a portfolio of several thousand fragments in need of proper valuation, classification and performance calculation. Results are emotionally freighted by nature and typically address a large circle of stakeholders.

Our client uses BarraOne in different locations for the monitoring of mandates and fund-portfolios. The offering encompasses equity, fixed income and multi-asset-class strategies. Despite a lengthy consolidation phase, the implementation was not able to achieve the necessary confidence in the delivered results. Finalix was asked to clean up the situation.

After a brief assessment we took a final effort together with the client and MSCI to fix the last open items of the implementation project. In a second step we negotiated the business design for valuation, classification and performance calculation with the various stakeholders. We then created the respective specifications and adjusted the parameterization. In a last step, the created know how was transferred to ensure a sustainable internal organization for the operation of BarraOne.

Our Contribution

  • Consolidation of requirements
  • Business concepts for valuation, classification and performance calculation
  • Draft of the user concept
  • Specification of parameterization
  • Documentation of standards
  • Support of product enhancements
  • Test concepts and test execution
  • Support of project management
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