DST International (DSTi), the leader in business solutions for the investment management industry, announces that DSTi has released its Fixed Income Attribution solution.
This is an innovative solution that integrates both ex-post performance and ex-ante risk into a truly revolutionary analytical system. It is available integrated or on a `best of breed` basis.
DSTi`s Fixed Income Attribution has been designed to support any investment process and is the first to provide a choice of methodologies including three revaluation-based approaches and one duration-based approach. The revaluation approach uses a choice of principal component analysis, empirical and polynomial techniques.
The models are factor-based and attribute returns to Yield Curve Management, Direct Income, Currency and Quality Effects. Yield Curve Management can be further broken down to parallel, twist and butterfly effects.
Marisa Bellini, director at DST South Africa (Pty) Ltd, said: "We are delighted to be leading the new breed of fixed income attribution solutions. DSTi`s Fixed Income Attribution is a truly flexible and easy to use solution that supports both front office and performance measurement needs. There are currently no internationally accepted standards for fixed income attribution and the market is constantly evolving. DSTi`s Fixed Income Attribution will grow with an organisation because it offers choice."
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With 16 offices and over 1 300 professionals to support its growing client base, DST International provides a unique and comprehensive range of investment management and work management software solutions and related services to over 600 clients in 55 countries. http://www.dstinternational.com
DST Systems, Inc
Our parent company, DST Systems, provides sophisticated information processing and computer software services and products that help clients improve productivity, increase efficiencies, and provide higher levels of customer service. DST is organised internationally into three operating segments: Financial Services, Customer Management, and Output Solutions.
DST operates one of the most advanced data centres in the world, which provides information-processing services to support the products within each operating segment. These products are further enhanced through the integration of DST`s advanced technology and e-commerce solutions.
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