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Flametree attribution console

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File name

Date format

Portfolio Benchmark Security Yield curve Index FX Unit price (Portfolio) Unit price (Benchmark)

Name of file containing portfolio weights and returns

If you don't know the file format used by this file, click here and it will be autodetected

If you don't know the file format used by this file, click here and it will be autodetected

If you don't know the file format used by this file, click here and it will be autodetected

If you don't know the file format used by this file, click here and it will be autodetected

If you don't know the file format used by this file, click here and it will be autodetected

If you don't know the file format used by this file, click here and it will be autodetected

If you don't know the file format used by this file, click here and it will be autodetected

If you don't know the file format used by this file, click here and it will be autodetected

File headers in files? If the first line of the portfolio file contains a date, file headers are turned off; otherwise they are turned on

To update a file name, either enter it manually or click on the box to display a list of files in the filestore.
To record a date format for the selected file, either enter it manually or click on the autodetect icon to the right of the box.
Files present in the filestore are shown in green. Files not present in the filestore are shown in red.

Brinson

Carry

Curve

Credit

Other

Other effects Rolldown Convexity Paydown Security specific Price return Duration times spread Spread attribution Interaction Normalised stock selection

Templates

Use these settings to decompose the returns of the currently selected portfolio and benchmark in terms of their underlying risks.

Maturity buckets This entry must be either blank or a comma-delimited list of numbers Duration buckets This entry must be either blank or a comma-delimited list of numbers Coupon buckets This entry must be either blank or a comma-delimited list of numbers Tenor buckets This entry must be either blank or a comma-delimited list of numbers Key rate durations This entry must be either blank or a comma-delimited list of numbers

This tab allows custom sets of maturities, durations, coupons, tenors and key rate durations to be defined for use in asset allocation and reporting calculations.

Reports

Reports Summary report Interactive report Security risk Portfolio risk Security attribution Maturity exposure Duration exposure Date risk Ex-post risk Unit price Curve

File formats

File formats XLS CSV JSON SQL

Decimal places

Basis points

Start date

End date

Reporting intervals

Smoothing model

Batch ID

Off-benchmark

Off-benchmark sector

Labels

Residual label FX contribution Carry Running yield Pull to par Risk-free carry Credit carry

Excel tab names

Summary attribution tab name Portfolio risk tab name Security risk tab name Security attribution tab name Maturity exposure tab name Duration exposure tab name Summary attribution by date tab name Cumulative attribution by date tab name Ex-post risk tab name

Other reporting options

Other reporting options Show active contributions only Show security identifiers Show zeros as blanks Annualised returns Display report footer

Report name

Sectors

Columns

Sort order

Rank order

Use these settings to choose which reports to generate and how they should appear. Interactive reports can be configured from the Interactive tab.

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Flametree attribution console

Build: 149

Username Password

New analysis

Analysis name

Delete analysis

Exit

Exit the application and return to sign in?

Warning

Invalid value

Invalid value

Value must be a comma-delimited list of numbers or a single number.

Run

One or more of the files for this run are not available

ReportSectors

Interactive reports

Interactive reports have not been selected in the General tab. Would you like to enable interactive reports?

Templates

Selecting this template will overwrite any existing attribution settings. Continue?

Rename analysis

Analysis name

Clone analysis

New analysis name

Rename report

Report name

Clone report

New report name

Delete report

File preview

Delete file

Excel workbook

Rendering results

Extracting sheet

Searching

Extracted files