Fixed income attribution
B-One Fixed income module helps you to:
- Audit the investment process with the tool adapted to the investment process
- Measure the contribution to all fixed income areas (currency, interest rates, spreads and so on)
- Audit and justify the results through detailed on-demand analysis
Key features:
- Relevant analysis through a variety of attribution methods:
- Successive pricing/spreads
- Successive portfolios
- Combined method
- Duration analysis method
- Key rate duration
- Unlimited views by portfolio (i.e. : by sector/rating, by issuer, by currency/rating) which can be changed on the fly
- Drill down to daily/security figures
- Capacity to analyse standard and derivative instruments, such as CDS, Swap, Futures and so on
- The impact of transactions, the identification of the valuation effect and so on contributes to an effective interpretation of the attribution results
- Results dashboard
- Results by classification
- Exposure results
- Movement of yield to maturity – duration
