Analytics
BI-SAM Analytics Suite uses the data in the BI-SAM Data Repository to calculate performance, attribution and risk that can be automatically integrated into the Reporting Suite.
Total return and statistics
The “Performance measurement” module is a calculation tool for all the performance/risk indicators, based on multiple frequencies, currencies, shares classes and gross and net of management fees.
Equities/Balanced attribution
The Equities/Balanced attribution module is a performance analysis tool with three performance attribution methodologies and several chaining algorithms (arithmetic, logarithmic and optimised).
Fixed Income Attribution
The Fixed Income Attribution module features five performance decomposition and effects analysis methods that meet both the clients’ needs and the fund managers’ and quantitative analysts’ expectations.
Risk attribution, decomposition & reconciliation
The Risk Attribution and Decomposition module analyses in detail the risk/return ratios of portfolios.
