The last few years have seen considerable progress in how vendors offer their performance measurement, attribution and risk (PMAR) tools and services to the investment management sector.

Looking back, we can see that what held the the buy-side back wasn’t lack of computer power, but insight into what existing technologies could do for the industry.

What is the right attribution model? The first-time user of any attribution package might well be forgiven for feeling overwhelmed.

A fund I was working with had significant exposures to fixed income (FI) assets over a period in which rates generally rose. After a period of four years positive returns, the FI returns had retreated…