BarraOne is a risk management platform developed by MSCI, a provider of investment decision support tools.
LUCRF head of investments Roger McIntosh said BarraOne will help LUCRF to understand the sources of risk across the fund’s investment strategies and managers.
“It will also provide the basis for a more cohesive framework to evaluate, model and implement investment decisions,” said Mr McIntosh.
He said the fund chose the service as it is specifically tailored for asset owners and offers “index information across multiple sources, sophisticated portfolio construction and risk modelling tools and access to relevant, actionable portfolio management research”.
MSCI executive director of client coverage Michael Anderson said many of MSCI’s clients are using the BarraOne platform “to help address the APRA prudential standards which require superannuation entities to demonstrate their understanding of the sources of risk and returns, and their stress testing capabilities.”
