Performance Attribution
Does the system have the capability to calculate and store daily attribution?
Yes: we calculate and store daily attribution.
Calculation results are stored in the base. Several modes are possible:
- replacement or not of existing calculations
- update of data for the global period only
- update of simulation tables in conjunction with the two preceding cases
Results are stored at both the asset and aggregate levels.
Calculation results are stored in the base. Several modes are possible:
- replacement or not of existing calculations
- update of data for the global period only
- update of simulation tables in conjunction with the two preceding cases
Results are stored at both the asset and aggregate levels.
Does the system calculate multi-currency attribution?
Yes: the system calculates attribution on multi-currency portfolios.
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