Single Currency Return Attribution
$25
Return attribution is a subject of growing interest to institutional fixed income portfolio managers. In recent years, these managers have witnessed the introduction of risk management procedures designed to better quantify and understand the value and risk components of their activities. Consistent with the introduction of these procedures has been the desire to dissect the actual performance into its component parts.
Author: Bob Kopprasch and Gijs Treimanis
Return attribution is a subject of growing interest to institutional fixed income portfolio managers. In recent years, these managers have witnessed the introduction of risk management procedures designed to better quantify and understand the value and risk components of their activities. Consistent with the introduction of these procedures has been the desire to dissect the actual performance into its component parts.
Single Currency Return Attribution
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