VPD Attribution

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Overview

The VPD Attribution module will calculate performance and explain how your investment decisions have influenced both your equities and bonds.

Our multi-currency solution can be full, stock level transaction-based or buy-and-hold depending on your data source, and offers full drill down functionality. VPD Attribution analyses asset allocation, stock selection, interaction and currency effects for Equity attribution and yield curve, carry and spread effects with our Fixed Income Attribution models, which includes derivatives.

The flexible tree structure can analyse from firm level down to portfolio and security level, through to individual transactions, allowing you to fully decompose the risk and performance measures. Flexible data selections allow you to slice and dice the results as you wish, with a dynamic chart window so you can see how the performance has evolved over time.VPD Attribution allows you to import and edit your yield curve data, to fully customise your bond analysis.

Drill-down, look-through, top-down bottom-up, fully comparative analysis with a wide range of statistics.

•    Security level, multi-currency, daily performance calculations •    Full transaction or holdings based attribution •    A range of attribution models including Brinson, Simplified Brinson, Contribution and Yield-curve       based Fixed Income attribution •    Arithmetic and geometric attribution supported at asset class, sector or stock level •    A yield curve depository to store and customise your yield curve data

Key Features

•    Security level, multi-currency, daily performance calculations •    Full transaction or holdings based attribution •    A range of attribution models including Brinson, Simplified Brinson, Contribution and Yield-curve       based Fixed Income attribution •    Arithmetic and geometric attribution supported at asset class, sector or stock level •    A yield curve depository to store and customise your yield curve data

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