Given the various requirements of internal and external users of attribution, a “one size fits all” fixed income attribution model with an inflexible set of attribution factors is likely to fall short of satisfying every consumer. FactSet’s model overcomes this challenge by allowing for a high degree of user‐defined flexibility that can be leveraged to tailor an attribution analysis to a specific purpose or audience.
This white paper explores how a customizable attribution model with factor flexibility built from a common framework can prepare investors to better explain their approach to all internal and external consumers of attribution.