Industry WIKI

Fixed-income attribution is the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time.

In finance, partial return reverse swap (PRRS) is a type of derivative swap, a financial contract that transfers a percentage of both the credit risk and market risk of an underlying asset, usually half, while also transferring all of the ownership liabilities for estate planning, tax purposes, and insider trading rules.