Sep 16, 2021
Portfolio return attribution has long been an important responsibility for asset managers, but it has become substantially more difficult in recent years, especially in the fixed income space. Spurred by two...
Mar 21, 2019
For many years, investment management professionals have discussed risk and performance as being ‘two sides of the same coin’ and the convergence of the two functions within asset managers. Risk is managed in...
Mar 07, 2019
Calculating accurate performance attribution in the fixed income markets is a crucial element to success. Not only is fixed income attribution vital to inform, support and defend investment decisions, but...