Performance Attribution

This product refers to the performance attribution of the client portfolio compared to a DRMI index.

DRMI-Performance-attributie

Performance Attribution

This product refers to the performance attribution of the client portfolio compared to a DRMI index.

This is an additional service to the performance contribution of the Market and Customized Indices. The performance attribution provides insight into the differences of the components of the return of the index compared to the own mortgage portfolio.

Product specifications

  • Frequency of performance attribution can be tailored to the clients’ requirements (i.e. monthly, quarterly, yearly
  • Historical performance attribution can be delivered at additional costs
  • Possibility to download data from the DRMI portal
  • Possibility to upload data (relevant for portfolios that are not in the DRMI database)

  • Public data sources

    European Data Warehouse and Loan-by-Loan data

  • Non-public data sources

    Data from mortgage lenders

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