Fixed-income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. == Importance == The risks affecting the return on a bond portfolio, as an example, include the overall level of the yield curve, the slope of the yield curve, and the credit spreads of the bonds in the portfolio.
Fixed-income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. == Importance == The risks affecting the return on a bond portfolio, as an example, include the overall level of the yield curve, the slope of the yield curve, and the credit spreads of the bonds in the portfolio.
Source: Wikipedia "Fixed-income attribution" · CC BY-SA 4.0
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