" class="no-js "lang="en-US"> Rothschild & Co Validate the JUMP Fixed Income Attribution Module
Sunday, June 04, 2023
Point Zero Forum

Rothschild & Co Validate the JUMP Fixed Income Attribution Module

JUMP Technology, a European software provider for the investment management industry, and Rothschild & Co Asset Management Europe have strengthened their partnership with the validation of the JUMP Fixed Income Attribution module for use in production. This module features a Factor-Based Analysis Model, developed in partnership by JUMP and Rothschild & Co Asset Management Europe.

Based in Paris and present in 10 European countries, Rothschild & Co Asset Management Europe has already relied for several years on the JUMP platform, which is hosted and administered in a Private Cloud for the production and digitization of its multi-format and multi-channel reports, as well as for the calculation of performance attribution for Equity portfolios based on the Brinson-Fachler model.

Rothschild & Co Asset Management Europe now also use the JUMP platform to precisely measure the performance of its fixed-income investments through the Fixed Income Attribution module, using the Factor-Based Analysis Model (FBAM).

This module allows for:

  • Use of the JUMP Data Management solution, which makes it possible to manage and control data quality, a key success factor for any performance attribution undertaking
  • Complete integration with other software package modules: reporting, market risk, NAV calculation, compliance, etc.
  • A great deal of analytical flexibility
  • A detailed breakdown of performance at the security level, based on fixed income risk indicators (actuarial rate, sensitivity, spread sensitivity, convexity, etc.)
  • Performance aggregation capabilities by portfolio holding, portfolio group, or individual portfolio
  • Advanced look-through management
  • Full access to calculation details for different effects (carry, spread, curve, currency, trading, residual)

Vincent Rasclard, Managing Director at Rothschild & Co Asset Management Europe, said “We have already seen significant productivity gains in our reporting department thanks to the JUMP platform. The Fixed Income Attribution module allows us to enhance our service offering for our institutional customers.”

Emmanuel Fougeras, CEO of JUMP Technology, said “We are delighted with the long-term partnership established between JUMP Technology and Rothschild & Co Asset Management Europe.”

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