Attribution
From Open Risk Manual
Definition
Attribution aims to assign some current aggregate metric or outcome to individual elements of a portfolio . Attribution might involve a methodology that explains the assigned metric on the basis of past events.
Examples
- Assigning the contribution of trades or traders to the PnL of an entities
- The process of assigning responsibility for GHG emissions from a specific generating unit or other system (e.g., vehicle, business unit,
corporation) among its various users of the product or service.