Overview
This section describes FIA's reporting capabilities.
FIA calculates exposure, risk, peformance and attribution data (where appropriate) at security level for each date in your calculation interval, often resulting in large volumes of information. To extract useful insights from this data, it may need to be summarised in various ways so that the overall trends become clear.
FIA can generate reports in several different formats, including CSV, interactive Excel, JSON and SQL-ready export files. This supports the use of third-party reporting tool to build your reports.
Compounding
When a report covers more than one time interval, compounding and smoothing of perforamance results becomes necessary. This fairly mathematical topic is covered in the linked pages.
Individual reports
Summary attribution reportInteractive reports Portfolio level risk reportsSecurity level attribution reportsPortfolio attribution report by dateMaturity and duration exposure reportEx-post risk reportsYield curve reportSQL data reportReports over multiple intervals
For summary and interactive reports, FIA allows you to generate reports over sub-intervals of the overall calculation period.
If you assign one or more of the values in the following table to Intervals in FIA's configuration settings, FIA will generate additional sub-reports over the given interval(s). Permisible values are:
Value | Description |
ALL | All dates in calculation interval |
1D | One day before end of interval |
WTD | Week to date |
MTD | Month to date |
QTD | Quarter to date |
YTD | Year to date |
If no value is assigned to Intervals, FIA will calculate attribution over all dates in the supplied data.