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What is Attribution in financial thoery

What is Attribution?

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Attribution: while doing calculated a coherent measure of risk, one frequently wants to attribute this to smaller units. For illustration, a desk has calculated its risk and wants to notice how much each trader is responsible for. Likewise, one may need to break down the risk into contributions from each of the greeks into a derivatives portfolio. For example that how much risk is related with direction of the market and how much risk is related with volatility exposure?

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