Fixed Income Attribution

Yield curve based fixed income attribution with unrivalled analytical flexibility

StatPro’s fixed income attribution product is a yield curve based analytics solution decomposing

  • Fixed income returns
  • Fixed income attribution effects
  • Fixed income bond risks

Our attribution module has been developed in co-operation with bond experts and asset managers internationally and therefore offers superior models to better reflect and exactly explain the performance of any bond investment process. A highly flexible interface allows for easy identification of risk factors that determine bond level performance. The system also enables clients to assess the skills of management to provide added value relative to a benchmark.

StatPro Fixed Income seamlessly integrates with our analytics reporting module allowing you to create comprehensive Microsoft Excel and Word based analyses.

It’s hosted too minimizing resources and costs. Accessed from anywhere via a secure web interface and backed up by our stringent SLA and global support teams from the US to Sydney via Europe, ensuring you are never without help when you need it.

  • Fixed Income - attribution analysis by country
  • Fixed Income - attribution analysis by modified duration
  • Fixed Income - benchmark risk exposure
  • Fixed Income - exposure
  • Fixed Income - yield curve changes