Bottom-up attribution
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Bottom-up attribution

Introduction

This section provides an overview of the various types of fixed income return that can be measured by FIA.

Familiarity with terms such as bondzero coupon yield curvecredit curve is assumed.

Understanding how FIA runs fixed income attrbution

Description
Link
The difference between first-principles and perturbational fixed income attribution
🔑First-principles and perturbational attribution
Describing yield curve movements for attribution
🔑Yield curve attribution

Fixed income risks

Description
Link
Return due to time/carry
⚙️Time return
Return due to coupons, pull to par
⚙️Current yield and pull to par
Roll-down effects
⚙️Roll-down return
Return due to movements in the risk-free curve
⚙️Sovereign curve return
Return due to changes in spread, credit effects
⚙️Credit and sector curve attribution
Return due to changes in Z-spread
⚙️Z-spread return
Return due to inflation indexation
⚙️Inflation return
Return due to returns on cash holdings
⚙️Cash return
Returns due to unclassified effects
⚙️Unattributed return
Returns due to paydown effects
⚙️Paydown return
Returns due to security-specific effects
⚙️Security-specific return
Unclassified returns
⚙️Residual return
Returns due to user-defined sources
⚙️User-defined return