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Back to all StatPro Group announcements

StatPro launches its new Fixed Income Attribution System

In line with its strategy to develop a complementary multi-product offering, StatPro
Group plc, the leading provider of portfolio analytics solutions for the global asset
management industry, is pleased to announce the launch of its new Fixed Income
Attribution System.

As fund manager attention has recently focused on bonds and fixed income
investments, a requirement has emerged for a transaction based, daily, security level Fixed Income Attribution system. StatPro is already a leader in the market with its transaction based, daily stock level Equity Attribution system and this complementary new product will allow it to take advantage of this growing market opportunity. StatPro has already signed seven contracts for the new product and anticipates strong interest from its client base and from other bond managers across the world.

The development of StatPro’s Fixed Income Attribution System (SFI) has been led by Professor Andrew Colin, a leading figure in the development of fixed income attribution methodology. Professor Colin’s expertise has helped StatPro to offer a flexible and robust solution to meet the needs of Fixed Income Managers. SFI is an advanced yield curve based attribution system. Commenting on the product, Professor Andrew Colin said: “SFI’s particular strengths are the ability to run attribution on performance numbers using any source of risk numbers and benchmarks, and in the unprecedented depth and flexibility of our attribution model. Fund managers worldwide have responded to these dual approaches very positively and we expect SFI to set the standard for all future attribution systems.”

This system provides StatPro customers with a richer analysis of fixed income strategies than any other system. Its flexibility allows the bond manager to replicate precisely the investment process and quantify the impact of their investment decisions, whilst the benchmark replication tool allows them to replicate the index vendors’ methodologies.

Commenting on the launch, Justin Wheatley, Chief Executive of StatPro Group, said:

“StatPro is widely recognised as a leader in the field of Portfolio Analytics. Our clients have been demanding better solutions for their fixed income needs for some time and the launch of StatPro Fixed Income demonstrates how we can harness our expertise for the benefit of our clients.”