Risk attribution

B-One risk module helps you to:

1. Explain performance and associated risks in a manner reflecting the investment process
2. Provide a wide choice of risk measures
3. Access user defined category structures with asset level drill down
4. Use a flexible and detailed risk model
5. Present risk analysis in a digestible form

Key features:

1. Available methods:
   1. Risk ex-post attribution
   2. Risk ex-ante attribution
   3. Risk Ampère (ex-ante and ex-post reconciliation)
   4. Multifactor risk ex-ante attribution (for Fixed Income)
2. Single platform for risk & performance attribution: coherence and re-usability of processes, uniqueness of administration functionalities, same classification module, benchmark management, common algorithms,…
3. Powerful « What-if » functionality for risks level analysis
4. In addition to risk decomposition, the analysis of risk according to stages in the investment process is also available
   1. Equity portfolios: asset allocation and stock selection
   2. Fixed income portfolios: duration, curve distortion and credit bets

BI-SAM, your global partner