The tool is flexible and can take into account any type of fixed income strategy such as:

Credit Strategy Currency Strategy Interest Rate Exposure Strategy Emerging Debt Strategy Etc.
Several approaches are offered by the system:

Successive Spreads    The first approach is "Successive Spreads" that breaks down the performance of each security within the portfolio and the benchmark.

Successive Portfolios    The second method, "Successive Portfolios" consists of measuring the impact of major management process steps by constructing intermediary portfolios.


Combined Method    The third approach, "Combined Method" analyses the different steps of the management process by isolating global allocation decisions (currency, interest rate exposure) and stock picking decisions (spreads).

    Analysis can be made on different levels of detail according to the pre-defined classification : either globally, on one specific asset class, on sub-asset class, or even on each security held in the portfolio.

The Fixed Income Attribution module is perfectly integrated with the BI-SAM Analytics Suite Equities/ Balanced attribution module of and uses the full range of customisation and presentation possibilities specific to BI-SAM Reporting Suite.