MSCI (NYSE: MSCI), a leading provider of investment decision support tools worldwide and Rogge Global Partners, one of the longest established Global Fixed Income managers, announced today that Rogge has selected BarraOne as its risk platform for its Fixed Income portfolios.
With over USD 50 billion in assets under management, Rogge Global Partners will use BarraOne for active portfolio risk management and Liability Driven Investment (LDI) implementations. BarraOne helps risk managers combine traditional curve, spread, and prepayment analytics with the factor-based market dynamics that drive fund volatility.
Igor Pikovsky, Partner and Head of Portfolio Risk Management at Rogge said, "BarraOne's analytic and automation capabilities are a great fit for our needs. The output will be used to supplement our internal risk management tools as well as for reporting to our institutional clients. We also found MSCI's strong commitment to model research in line with our priorities."
"We are very pleased to be working with Rogge Global Partners to provide them with the tools to manage their investment and risk management processes," added Roveen Bhansali, Managing Director and Head of the Risk Management Analytics Business at MSCI. "With recent model enhancements, this relationship highlights our commitment to the fixed income space. We look forward to a successful relationship with Rogge."