Difference between revisions of "Attribution"

From Open Risk Manual
(Created page with "== Definition == Attribution aims to assign some current aggregate metric or outcome to individual elements of a portfolio . Attribution might involve a methodology that expla...")
 
 
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== Examples ==
 
== Examples ==
 
* Assigning the contribution of trades or traders to the PnL of an entities
 
* 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,
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corporation) among its various users of the product or service.
  
 
== See Also ==
 
== See Also ==

Latest revision as of 15:37, 31 May 2023

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.

See Also