Balance Sheet Attribution

Performance Attribution has been widely used in the capital market for over 50 years. Even though balance sheet management is ubiquitous, the performance attribution model has not been introduced to over 8,000 banks, credit unions, corresponding banks, Government Enterprises, and more. This paper fills the void.

Authors

Publication Details

Journal
Wilmott
Published
2025-02-20
DOI
https://doi.org/10.54946/wilm.12121
Primary Topic
Financial Reporting and Valuation Research
Type
article
Field-Weighted Citation Impact
0.00
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article

Balance Sheet Attribution

Thomas Ho
Wilmott
Financial Reporting and Valuation Research
article

Balance Sheet Attribution

Thomas Ho
article en

Abstract

Performance Attribution has been widely used in the capital market for over 50 years. Even though balance sheet management is ubiquitous, the performance attribution model has not been introduced to over 8,000 banks, credit unions, corresponding banks, Government Enterprises, and more. This paper fills the void.

WilmottVol. 2025(136)
Openalex Percentile: Top 96%
Financial Reporting and Valuation Research
DOISourceOpenAlex
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Balance Sheet Attribution — Thomas Ho · Wilmott (2025) | TGRS Research Map | TGRS