Not long ago, multi-asset attribution was straightforward. Now, it incorporates most of the complexity of fixed income. We review some of the solutions that we have used to handle the large number of securities involved, to identify and attribute the underlying currency exposures and the process required to successfully tag strategy portfolios.
Multi-asset portfolio managers have been big beneficiaries from the increasing prevalence and use of derivatives in portfolios. This has meant that what used to be a fairly straightforward attribution process has become significantly more challenging. We have described four elements that can help to improve the process and increase the explanatory power of the final results across your firm.
Find out more about multi-asset attribution from Cloud
We have successfully integrated our multi-asset performance software into a number of clients’ organisations to help them maximise the explanatory power when utilising our approach. We expect to see multi asset attribution continue to evolve, growing the need for tactical decision-making insights.
If you would like to find out how an extension to multi asset performance attribution can incorporate fixed income allocation, please fill out the form below to download our whitepaper. If you have any other questions, can get in touch with experts today.
By Peter Simmons, CloudAttribution CEO