A wide range of analyses can be carried out on the basis of the asset consolidation, partly in connection with performance measurement. The range extends from performance and cost analyses, derivatives influence and exposures to detailed analyses of individual asset categories.

The various analyses answer important questions regarding the successful management of your portfolio:

Traditional attribution & fixed-income attribution (FIA)

  • What are the sources of absolute and relative investment success?

Peer groups

  • How have all or part of the investor's assets performed compared to other assets?

TX cost analysis

  • How high are the costs of transactions (fees, commissions, market impact)?
  • How transparent are they?
  • How are the revenues split between funds and brokers?

Style analyses

  • What is the focus (value, growth, small vs. large caps) of the manager's portfolio?

Performance fees

  • What is the qualitative assessment of the fee model? Are the performance fees charges correct?


  • What default risk are the interest-bearing securities in my portfolio subject to?^

Interest-rate sensitivities

  • How do interest-bearing positions or portfolios/overall assets including derivatives react to changes in interest rates?


  • How do derivatives react to changes in prices, volatilities over time etc.?

Implied rating / Economic exposure

  • Does the price currently traded on the market reflect the rating?
  • How great is my portfolio's exposure taking all positions including derivatives on interest-rate, price and currency changes into account?

Overlay strategies

  • How successful was the overlay strategy used?
  • How exposed was the portfolio to the factors managed (with the overlay) (asset-class exposure, duration, FX exposure) before and after the overlay?

Cash-flow projection

  • What future cash flows can be expected from the fixed-income instruments in the portfolio in future (coupons and redemptions)?

For further information please contact:

Oliver Gmünder
Head of Sales
+41 44 368 30 87
[protected link]