by admin | Nov 7, 2009 | attribution, fixed income attribution
In spite of this year’s market downturn, TSG’s upcoming Trends in Attribution Symposium (TIA) will have a very good turnout. We’re obviously quite pleased by this. With roughly two weeks to go there’s still time to be a part of this event....
by admin | Nov 4, 2009 | attribution, fixed income attribution
We recently met with a client for whom we’re designing a fixed income attribution system. During our meeting the subject of the “pricing” or “price difference” effect came up. This effect identifies the impact when the portfolio and...
by admin | Sep 8, 2009 | attribution, fixed income attribution
From an equity perspective most practitioners are familiar with the allocation, selection, and interaction effects, while from a fixed income perspective they’re familiar with the treasury (aka duration or yield curve management), spread, income, parallel,...
by admin | Jul 13, 2009 | attribution, fixed income attribution
This week is dedicated exclusively to fixed income attribution. Okay, maybe not everything about the week will be dedicated to fixed income attribution, but we will have a webinar every day on this topic.For some time we’ve said that “attribution is the...
