Fixed Income Attribution May Be Messy, But Apply It to Alternatives, Presenters Tell TSAM

Congress delegates discussed ways to fix, expand attribution processes.

TSAM Performance and Attribution Stream.

An audience of about 80 people — most of them from buy-side operations or technology functions — began last week's discussion on fixed income attribution with a simple survey of who is using what system: the largest number went to Barclays Point, with BlackRock Aladdin and proprietary builds coming in next with about a third each, and various other platforms receiving the remainder of hands.

Regardless of that preference, though, the overwhelming majority of the TSAM group went on to agree that,

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