Page Comparison

Aggregation

• The reporting engine should be flexible to aggregate attribution effects to derived segments

Scope is Portfolio

• the interface should always deliver data on the scope of a single portfolio

• the interface delivers key figures also on portfolio level (no aggregation needed)

Benchmark Data

• benchmark data is inherently delivered as part of the analysis (see figures)

Breakdown Segments & Sorting

• should be included in the same manner as with Valuationsee also Cinnamon Data Interface - Segmentations

Models & Figures

• the attribution model can be chosen / setup on the Portfolio Management System side while the reporting engine is flexible towards new models as well as the number of figures and their effects

• aggregation of figures as with Valuationand decomposition of figures with effects, see also Cinnamon Data Interface - Figures & Effects

• used to produce attribution tables and charts CA001-CA004 and CA007

• all available attributions for the portfolio calculated

  • over multiple periods

  • by multiple breakdowns / models

  • against multiple benchmarks

• portfolio & segment level key figures (e.g. relative return, selection effect etc.)

• aggregation from segments to derived segments for simple and weighted figures

• aggregation of figures / measures

• top n, filtering, sorting

• build hierarchical view from segment data

• translation of segment labels

The following rules should be adhered to by any response and will eventually be checked when consuming a response:

Consistency Rules

* All figures used within an attribution object should be defined in the figures declaration
* A model referenced in an attribution object has to be declared under models
* Every effect used within an attribution object has to be a declared effect of the referenced model
* Every effect declared within a model has to be also declared as figure
* If the attribution has a segmentationId, it also has to deliver the breakdown
* All effects of a model having effectAggregation = sum should sum up to the value of the figure they explain
* All figure having an aggregationMethod = sum has to match the top level figure value when summing up the breakdown figure values 
* All attribution objects have to name a period that ends earlier than or at the reportingDate
* All end dates of attribution periods have to be the same and have to be a month's ultimo date
* All period's start dates have to be earlier than the end date
* All segmentations referenced in attribution objects have to be declared within the response
* All segments used within the breakdown of an attribution object have to be declared as segments of the attributions segmentation

/portfolio/attributions

portfolioId

string

The id of the portfolio (or consolidation) in the data source

string (date)

The date, the reporing is produced for.

/portfolio/attributions?portfolioId=E0002&reportingDate=2019-03-31