With the turn of the New Year BI-SAM has brought out its new Risk Attribution Software Module. Enabling the user to identify the risk of each individual financial instrument in a portfolio, this complementary module to the B-One platform will show the Variance breakdown of a portfolio as well as the Tracking Error relative to a benchmark.

This new module can not only breakdown portfolio components, but identify the different phases of portfolio management including asset allocation and stock picking for stock portfolios, and duration, credit and curve positioning for bond portfolios.

Whether used for portfolio breakdown or attribution, the module can be used for an ex-post or ex-ante capacity.