Schroders UK implements Bi-Sam's new fixed income methodology

Source: Bi-Sam

Bi-Sam has announced that following the success of testing and integrating the new Key Rate Duration (KRD) Fixed Income Attribution methodology, Schroders have successfully migrated to B-One version 2.8.

This new KRD method completes the current set of BI-SAM's five fixed income attribution methodologies available within the new version of B-One. The five are: successive spreads, successive portfolios, combined method, duration analysis method and key rate duration.

The migration of version 2.8 was part of Schroder's plan to implement KRD Fixed Income attribution methodology using B-One, in addition to a global roll out of analytics for all asset classes (equities, balanced and fixed income) as well as all portfolios of the UK, US and Asia-Pacific operations.

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