The new risk management platform will assist Rogge Global Partners to carry out active portfolio risk management and Liability Driven Investment (LDI) implementations.
According to the fund manager, the new tool is equipped with new technologies and assists risk managers combine traditional curve, spread, and prepayment analytics with the factor-based market dynamics that drive fund volatility.
Rogge Global Partners portfolio risk management partner and head Igor Pikovsky 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."
MSCI risk management analytics business head and managing director Roveen Bhansali said the firm is very pleased to be working with Rogge Global Partners to provide them with the tools to manage their investment and risk management processes.
"With recent model enhancements, this relationship highlights our commitment to the fixed income space. We look forward to a successful relationship with Rogge," Bhansali added.
