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MSCI BarraOne from MSCI
Multi-asset class risk and performance analytics platform offering performance attribution, factor modeling, stress testing, optimization, and scenario analysis. Provides a holistic view of risk across a portfolio with detailed decomposition of performance drivers.
Product analysis by function
Product Performance Analytics for Product Development & Management
Applications that track and analyze product performance relative to benchmarks, peer groups, and objectives to support product management decisions and marketing positioning.
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Data Integration & Coverage
(9 Yes /9 Known /11 Possible features)
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Multi-source Data Integration Ability to pull data from diverse sources (internal systems, third-party vendors, market feeds, etc.). |
MSCI BarraOne supports integration of multiple data sources, including internal holdings, market data, and third-party vendors as a core element of its analytics platform. | |
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Benchmarks Database Access Availability of a broad library of industry standard and custom benchmarks. |
MSCI provides a large library of industry standard benchmarks and custom benchmarks are supported (see product documentation and vendor claims). | |
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Peer Group Data Availability Access to robust peer group datasets for comparative analytics. |
BarraOne is widely used for peer analysis and supports robust peer group data via vendor and configurable peer universes. | |
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Auto Data Refresh Frequency How often the system refreshes underlying datasets automatically. |
No information available | |
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Data Quality Checks Integrated rules and processes for ensuring completeness, accuracy, and consistency of data. |
Data quality management is core to risk analytics; BarraOne applies integrated data validation checks as part of its process. | |
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Historical Data Depth The maximum lookback period for analysis. |
No information available | |
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Support for Custom Universes Ability to define and analyze custom groups for peer comparisons. |
BarraOne allows users to define custom peer groups and universes for analysis. | |
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Currency Conversion Support Automatic data normalization across different base currencies. |
Automatic currency normalization/conversion is a standard feature for global multi-asset platforms such as BarraOne. | |
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Data Export Options Formats and mechanisms provided for exporting underlying datasets. |
BarraOne includes multiple export options, including data extracts in various formats (Excel, CSV, etc.). | |
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API Availability Ability to access and integrate data via application programming interfaces. |
MSCI BarraOne offers REST API access for integration and programmatic data retrieval. | |
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Support for Alternative Data Types Ability to handle non-traditional or alternative data (e.g., ESG, sentiment). |
BarraOne supports alternative data (such as ESG, factors, and sentiment) for modeling and analysis. |
Performance Calculation Engine
(10 Yes /10 Known /11 Possible features)
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Daily Performance Computation System can calculate and update returns and other metrics daily. |
Daily performance computation is supported as part of BarraOne’s analytics capabilities. | |
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IRR/XIRR Support Internal Rate of Return and Extended Internal Rate of Return calculations available. |
BarraOne provides IRR and XIRR calculation support for portfolios with cash flows. | |
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Risk-adjusted Metrics Ability to generate Sharpe ratio, Sortino, Information Ratio, and similar statistics. |
Risk-adjusted metrics such as Sharpe, Sortino, and Information Ratio are included. | |
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Alpha/Beta Computation System computes alpha and beta relative to chosen benchmarks. |
Alpha/Beta computation vs. chosen benchmarks is a standard analytics output in BarraOne. | |
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Attribution Analysis Supports decomposition of performance by factors, sector, region, etc. |
BarraOne features attribution analysis at multiple levels including factors, sector, region. | |
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Time-weighted vs. Money-weighted Returns Ability to toggle and report both types of returns. |
Supports both time-weighted and money-weighted return analytics. | |
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Rolling Period Analytics Run analytics over customizable rolling windows. |
Rolling and custom period analytics are supported on performance and risk. | |
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Out/Underperformance Calculation System calculates performance relative to benchmarks. |
Out/underperformance vs. benchmarks can be computed and decomposed in BarraOne. | |
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Peer Percentile Rankings System ranks products against peer universes over multiple periods. |
Peer percentile rankings over time are included via comparative analytics. | |
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Custom Formula Support Users can create and run custom calculation formulas. |
BarraOne supports custom user-defined formulas for analytics. | |
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Computation Speed Average time to compute and display results for a portfolio. |
No information available |
Benchmark & Peer Group Management
(6 Yes /6 Known /10 Possible features)
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Custom Benchmark Construction Ability to blend indices or instruments to create bespoke benchmarks. |
BarraOne supports custom blended benchmark construction for robust analyses. | |
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Dynamic Benchmark Rebalancing Benchmarks can be rebalanced automatically or on-demand. |
Supports dynamic benchmark rebalancing - users can set schedules or rules. | |
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Peer Group Customization Users can define and maintain custom peer groups. |
Peer group customization is supported for comparative analytics. | |
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Automated Benchmark Updates System updates benchmark constituents and weights automatically. |
Automated benchmark updates available - weights and constituents update as scheduled. | |
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Fee-adjusted Peer Comparison Peer performance can be computed net of fees. |
Fee-adjusted peer analysis for net performance is available per documentation. | |
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Multi-benchmark Analysis System supports comparing products against multiple benchmarks in parallel. |
Multi-benchmark comparison is a supported feature; portfolios can be assessed vs. multiple benchmarks. | |
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Benchmark Data Granularity Frequency of available benchmark data (e.g. daily, monthly, quarterly). |
No information available | |
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Peer Universe Size Number of peers available for comparison within the system. |
No information available | |
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Peer Group Data Provider Coverage Number of supported peer group data sources/providers. |
No information available | |
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Governance Controls for Group Changes Ability to restrict or log changes to benchmark or peer group definitions. |
No information available |
Visualization & Reporting
(8 Yes /8 Known /11 Possible features)
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Customizable Dashboards Users can design and configure dashboards to highlight relevant analytics. |
Customizable dashboards are available for different personas and analysis types within BarraOne. | |
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Time Series Charting Displays portfolio, benchmark, and peer performance over time. |
Time-series charting for portfolio and benchmark performance is readily available. | |
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Attribution Waterfall Visualization Visual breakdown of performance impact by segment or factor. |
Performance attribution waterfall visualizations are available for performance breakdown. | |
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Export to PDF/Excel/PowerPoint Output charts and tables to common report formats. |
Export to PDF, Excel and PowerPoint supported (see product specifications). | |
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White-labeling Ability to customize branding and layout for client-facing reports. |
No information available | |
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Drill-down Analytics Users can interactively drill into performance drivers by factor or security. |
Drill-down analytics (e.g., to security, sector, factor level) are supported. | |
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Scheduled Report Distribution Automated preparation and distribution of recurring reports. |
Scheduled, recurring report generation and distribution is available. | |
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Heatmaps and Distribution Plots Visuals for single period or cross-sectional product/peer analytics. |
No information available | |
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Interactive Filtering Dashboards can be filtered in real time by date range, currency, etc. |
Interactive filtering for dashboards and analytics is standard in modern MSCI platforms. | |
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Data Annotation Capability Users can add notes, comments, or flags to charts and tables. |
No information available | |
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Real-time Visualization Updates Charts and tables refresh live with new data inputs. |
Real-time updating of dashboards and visualizations with new data is supported. |
Performance Attribution Analysis
(9 Yes /9 Known /10 Possible features)
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Multi-level Attribution Attribution by asset class, sector, region, security, or custom grouping. |
BarraOne supports multi-level attribution down to asset class, sector, region and security. | |
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Factor-based Attribution Analyzes performance drivers by exposures to macro/micro factors (style, credit, ESG, etc.). |
Factor-based performance attribution is a BarraOne core capability. | |
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Currency Attribution Ability to isolate impact of currency movements on returns. |
Currency attribution is supported to analyze FX impact on returns. | |
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Excess Return Decomposition Breakdown of out(under)performance by sources. |
Excess return decomposition is available through attribution analytics. | |
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Drill-through to Holding Level Trace attribution results from top-level to individual securities. |
Drill-through to holding (security) level for attribution results is explicitly supported. | |
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Maturity/Sector Attribution for FI Attribution modules tailored for fixed income portfolio analytics. |
MSCI BarraOne supports fixed income sector/maturity-linked attribution modules. | |
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Interaction Effect Calculation Explicit calculation of the interaction term in multi-factor attribution. |
No information available | |
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Integrated Contribution Charts Visual representation of positive/negative contributors. |
Integrated contribution (positive/negative) charts standard in BarraOne performance attribution outputs. | |
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Look-through Attribution Attribution analyzes holdings within nested structures (fund-of-funds, wrappers). |
Look-through attribution (fund-of-fund/wrapper) is documented as a BarraOne feature. | |
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Scenario Attribution Tools Enables hypothetical or 'what if' attribution analysis. |
What-if and scenario-based attribution analysis is fully supported in BarraOne. |
Product Comparison & Positioning
(8 Yes /8 Known /10 Possible features)
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Multi-product Comparison Side-by-side comparison of multiple products, portfolios, and benchmarks. |
Multiple product, portfolio, and benchmark analyses are supported within the same workspace. | |
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Peer Ranking Metrics Automatically ranks products on alpha, information ratio, fees, and other attributes. |
Peer ranking metrics including alpha, information ratio, and net fees are available for comparison. | |
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Performance Quartile/Decile Splits Highlights quartile or decile peer group standings for single or multi periods. |
Quartile/Decile splits of performance vs. peers over selectable periods are available. | |
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Risk Statistic Comparison Compares stdev, tracking error, downside risk, etc. across products. |
Comparison of statistical risk (std dev, tracking error, downside risk) between peers/products. | |
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Return Deviation Alerts Automatic flagging of statistically significant out/underperformance. |
No information available | |
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Peer Group Custom Filters Filter and compare products with custom peer screens (region, strategy, etc.). |
Custom peer group creation with filters (e.g., region, strategy) is supported. | |
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Comparative Style Mapping Maps products to style or strategy categories for peer relevance. |
Comparative style mapping (e.g., factor exposures, regional/strategy classification) is part of BarraOne analytics. | |
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Marketing Tear-sheets Generation Automatically produces client-ready factsheets for product positioning. |
Automated client-ready report/tearsheet generation is available. | |
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Highlight Outliers & Unique Selling Points Automatically detects and surfaces differentiators for marketing. |
No information available | |
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ESG/Responsible Investing Rankings Provides ESG or sustainability scores for competitive positioning. |
ESG and responsible investing analytics, including rankings and scores, are available when BarrOne is configured with MSCI ESG data. |
User Experience & Workflow
(10 Yes /10 Known /10 Possible features)
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Intuitive User Interface Interface is easy to navigate and use for a variety of personas. |
MSCI prioritizes user experience with an intuitive user interface in BarraOne. | |
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Search & Filter Tools Fast search, sorting, and filtering of portfolios and datasets. |
Advanced search and filter tools for data and portfolios are standard in BarraOne. | |
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Saved Views & Templates Ability to bookmark or template key report configurations. |
Ability to save and reuse custom views or templates is present. | |
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Multi-user Collaboration Enables team collaboration (comments, shared access, approval workflows). |
Multi-user collaboration via shared reports, comments, and workflow is supported. | |
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In-app Notifications & Alerts The system can send event-based alerts within the application. |
In-app notifications and alerts for tasks, events, and analytic updates are available. | |
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Mobile Device Support Optimized or native access through mobile devices. |
BarraOne is web-based and supports mobile web browser access; limited mobile optimization noted. | |
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User Role & Permission Management Supports granular access and edit controls by user or group. |
Role-based and group access/permission management is standard for institutional-grade tools. | |
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Bulk Upload/Download of Data Ability to quickly upload or download large datasets/files. |
Bulk data uploads and downloads are supported for integration and batch processing. | |
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Integration with Productivity Tools Ability to connect with email, chat, or workflow management apps. |
Integration with productivity tools (email, chat, workflow) is available via partner and API integrations. | |
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Custom Workflows Ability to configure stepwise processes for analytics reviews, approvals, or marketing. |
Custom workflows for reviews and approval can be designed as part of organizational process alignment. |
Scalability & System Performance
(5 Yes /5 Known /10 Possible features)
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Concurrent User Support Maximum number of users that can access the system simultaneously without performance degradation. |
No information available | |
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Large Dataset Handling Ability to efficiently process analytics on very large portfolios or long data histories. |
BarraOne specifically targets institutional users with large portfolio and historical data analytics. | |
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System Uptime Guaranteed percentage of time system is operational during business hours. |
No information available | |
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Cloud Deployment Options Availability of cloud-native or hosted delivery configurations. |
Cloud-native and on-prem deployment options are both supported. | |
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Performance Latency Typical wait time for key analytic processes to complete at normal load. |
No information available | |
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On-demand Processing Scalability System can dynamically allocate more resources to large/complex requests. |
BarraOne supports dynamic allocation of processing resources for large or complex requests. | |
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Batch Processing Speed How quickly the system processes batch analytics jobs. |
No information available | |
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Automatic System Scaling Automatically increases resources to meet higher usage or data loads. |
Automatic scaling is available in cloud-hosted environments for larger workloads. | |
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Disaster Recovery Readiness Ability to restore system and data quickly after an outage. |
BarraOne includes full disaster recovery and business continuity features for enterprise clients. | |
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API Throughput Number of successful API requests the system can handle per second. |
No information available |
Compliance & Audit
(10 Yes /10 Known /10 Possible features)
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Comprehensive Audit Trails All changes to calculations, configurations, and data are logged with user/time stamps. |
Comprehensive audit logs are maintained for data, analytics, and user actions. | |
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Automated Compliance Checks System runs checks for relevant investment restrictions or policies (e.g., GIPS). |
Automated compliance checks for major standards (including GIPS) integrated. | |
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Role-based Access Controls Granular controls to limit data and feature access based on role. |
Role-based access controls are supported for data and feature restriction. | |
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End-to-end Data Lineage Tracking Ability to trace any metric or report back through all underlying data sources and transformations. |
End-to-end data lineage, tracking metric/report calculations to original sources, is supported. | |
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Report Versioning & Approval Maintains prior versions and approval history of externally distributed reports. |
BarraOne supports report versioning and approval workflows. | |
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Data Retention Policy Support Supports configurable retention periods for audit and compliance data. |
Configurable data retention policies are supported per compliance needs. | |
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Regulator-ready Exports Produces outputs suitable for submission to regulatory bodies. |
Regulator-ready outputs (reports, extracts) are explicitly supported. | |
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Sensitive Data Masking Automatically obfuscates or redacts sensitive data elements as needed. |
Sensitive data masking (for client/PII etc.) is available in the compliance toolkit. | |
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Integrated Compliance Workflow Workflows guide users through compliance-related analytic processes. |
Compliance workflows are available to guide users through required steps and review. | |
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Certification Support System can help with GIPS, PRIIPs, or similar certifications. |
Certification workflows, including support for GIPS, are documented. |
Security & Data Protection
(9 Yes /9 Known /10 Possible features)
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Data Encryption at Rest All datasets encrypted on disk/storage. |
All data at rest is encrypted in cloud and on-prem versions (meets institutional standards). | |
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Data Encryption in Transit All data flows encrypted between systems and users. |
Data encryption in transit is enforced on all integrations and user connections. | |
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Multi-factor Authentication Strong authentication required for user access. |
Supports multi-factor authentication (can be required by client). | |
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Single Sign-on Integration Supports secure sign-in through SSO providers. |
Single sign-on (SSO) is supported for enterprise clients. | |
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Granular Permissions Access can be specified by product, report, or function. |
Granular permissions by product, report, and functional scope are configurable. | |
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Regular Vulnerability Testing System is proactively scanned for potential security gaps. |
Undergoes regular third-party and internal vulnerability testing. | |
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Data Backup Frequency Frequency at which all analytics and reports are securely backed up. |
No information available | |
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Intrusion Detection Monitors for and alerts upon unauthorized access attempts. |
Monitoring and alerts for intrusion and inappropriate access are available. | |
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User Activity Monitoring Tracks and reviews user activity for suspicious behavior. |
User activity monitoring for suspicious or non-compliant activity is documented. | |
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Secure API Access APIs are protected with encryption and authentication. |
API endpoints require secure authentication and encryption for all accesses. |
Customizability & Extensibility
(6 Yes /6 Known /10 Possible features)
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Custom Report Builder Advanced interface for designing custom reports, layouts, and analytics dashboards. |
Advanced report builder for custom dashboards and reporting is available. | |
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Custom Metrics/Formulas Support Create, save, and reuse proprietary metrics, calculations, or modeling approaches. |
Users can create custom metrics/formulas and save them for reuse. | |
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Integration with Other Analytics Tools Ability to plug into BI, statistical, or quantitative analysis environments (e.g. Tableau, Python, R). |
BarraOne supports integration with external analytics tools such as Python, R, and Tableau. | |
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Open API for Extension Rich, documented API enabling integrations and new feature development. |
Comprehensive, documented API is available for integrations and extension. | |
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White-label Portal Options Fully custom branding and client-facing experience. |
No information available | |
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Custom Workflow Automation Ability to automate unique product approval, review, or marketing flows. |
No information available | |
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Support for Plug-ins/Add-ons Users or third parties can extend platform via plugins or add-ons. |
No information available | |
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Flexible Data Model Underlying data model can accommodate new instruments, attributes, hierarchies. |
BarraOne supports a flexible data model allowing for customized instruments and analytics hierarchies. | |
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Custom Alert Triggers Users can define unique conditions to trigger alerts or workflows. |
No information available | |
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Multiple Language/Regional Support Interface available in additional languages and regional formats. |
BarraOne can be regionally and language customized for global users. |
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