solutions

Fixed income attribution

B-One’s Fixed Income Attribution module offers powerful analysis and audit tools aligned with your fixed income attribution strategies. Leveraging the powerful and centralised BI-SAM Data Repository, B-One’s award-winning fixed income attribution solution offers unsurpassed data integrity and flexibility.

B-One Fixed Income Attribution module helps you to:

  1. Audit your unique investment process with flexible tools that adjust to your business
  2. Measure contributions from all fixed income categories, including currency, interest rates, spreads and more
  3. Perform detailed on-demand analysis on investment results

 

Key features:

  • Select from a variety of industry-standard fixed income attribution methodologies, including:
    • Successive pricing/spreads
    • Successive portfolios
    • Combined method
    • Duration analysis method
    • Key rate duration
  • Leverage unlimited views by portfolio, and change selections on the fly, including:
    • by sector/rating
    • by issuer
    • by currency/rating
  • Powerful drill down to daily/security figures
  • Analyse standard and derivative instruments, such as CDS, swap, futures and more
  • Measure the impact of transactions, identify the valuation effect and more to improve interpretation of fixed income attribution results

 

Results dashboard
Results dashboard
Results by classification
Results by classification
Exposure results
Exposure results
Movement of yield to maturity - duration
Movement of yield to maturity – duration
Réalisation : Sismeo agence web Paris