Data requirements

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Data requirements for FIA

FIA requires three sources of data to generate attribution reports:

  • Weights and returns data
  • Security master data
  • Yield curve data

In addition, FIA requires various configuration settings to be set. These specify the type of attribution analysis to be run, the types of outputs, and others settings.

Unlike many other attribution systems, FIA does not require risk numbers (yields to maturity, modified duration, and convexity) to run an attribution analysis. This typically reduces the data required by orders of magnitude.

FIA overview.png

Overview of FIA's data requirements

Weights and returns data

Security master data

Yield curve data