BARRA Risk Model definition

BARRA Risk Model means the BARRA Aegis Risk Model as updated from time to time by BARRA, Inc.
View Source

Examples of BARRA Risk Model in a sentence

  • The expected annualized tracking error of the Equity Securities Portfolio as compared to the Equity Benchmark, as measured by the BARRA Risk Model, shall not exceed five percent (5.00%).

  • The expected beta of the Equity Securities Portfolio as compared to the Equity Benchmark, as measured by the BARRA Risk Model, shall equal at least .8 and shall not exceed 1.