The data requirements for this approach to attribution are less onerous than for the first-principle approach. The perturbation equation does require externally calculated risk numbers, but this may not be a major obstacle, since these quantities are readily available from the same sources as yields and prices. There may also be inherent advantages in this approach with its ability to work with user-supplied risk numbers, since it allows the user to use sensitivity measures from in-house models, which is particularly useful where (for instance) the user has custom repayment models for mortgage-backed securities.