Is a yield curve-based bond attribution analytics tool which allows mirroring fixed incomes strategies in an extremely flexible way. SFI allows decomposing returns, attribution effects and bond risks in more than 20 components using a large range of segmentations. The system has been designed after an intensive research process lead in coordination with asset management companies. Rather than promoting a single attribution model, the system incorporates different models offering calculations customization. SFI ability to reflect the management process in the attribution will give you significant marketing advantage by providing reports to clients and will prove your expertise facing requests for proposal.
Find out more about StatPro Fixed Income