Merlin Securities, a leading prime brokerage services and technology provider for hedge funds, funds of funds and long-only managers, announced today that it has integrated Barra Risk Model data into its proprietary suite of reporting tools.
Merlin's clients will now have access to more robust reporting, including measures of VAR, stock-specific risk and overall risk.
"The addition of the Barra data to our multi-prime reporting platform not only strengthens our offering considerably, but also sets a new standard for how clients can analyze, aggregate and gain insight into all of their positions, regardless of asset class," stated Amr Mohamed, Merlin's co-founder and chief technology officer. "With over 30 years of experience providing risk and return portfolio analytics, MSCI Barra was an ideal match with Merlin's cutting-edge reporting."
Barra Risk Models and Portfolio Analytics are used by over 900 clients, including the 10 largest asset managers, according to MSCI Barra estimates.
"We are delighted that Merlin has integrated Barra data with their reporting tools, which is part of our ongoing effort to bring leading risk measures to a wider audience with third-party platforms," said Baer Pettit, managing director and head of client coverage at MSCI Barra.