Procurement of Behavioural Analysis System for Performance Attribution and Evaluation of Investment

The Service includes both analytical capabilities and supporting service components. This comprises access to the System, delivery of analysis by the Supplier, and elements aimed at supporting FTN’s understanding and use of the analysis. The Service shall enable assessment of the investment process and attribution of the alpha generated by the Portfolio manager, including the analysis of buying and selling decisions.

The Service shall support verification of whether a Portfolio manager’s stated investment process and decision-making framework are reflected in observed behaviour and outcomes, including the identification and evidence of deviations between stated processes and actual Portfolio and trading behaviour. .