solutions

Risk attribution

B-One’s Risk Attribution module is an award winning solution, providing powerful insight into performance and risk attribution associated with your investment strategies. Model “what-if” scenarios, analyse risk according to type of investment and access a variety of risk methodologies while tapping into the power of the BI-SAM Data Repository, B-One’s centralised data store. 

B-One Risk Attribution module helps you to:

  1. Explain performance and associated risks in a manner to reflect the investment process
  2. Provide a wide variety of risk measures
  3. Access user-defined category structures with asset level drill down
  4. Utilize a flexible and comprehensive risk model
  5. Present risk analysis results in an easily understandable format 

Key Features:

  1. Select from a variety of available risk attribution methodologies:
    1. Risk ex-post attribution
    2. Risk ex-ante attribution
    3. Risk & AMP (ex-ante and ex-post reconciliation)
    4. Multifactor risk ex-ante attribution (for Fixed Income)
  2. Share performance and risk attribution data across a single platform and benefit from:
    1. Consistent and re-usable processes
    2. Unique functions
    3. Uniform classification modules
    4. Consistent benchmark management
    5. Common algorithms and more
  3. Model “What-if” scenarios to analyse various risk levels
  4. Analyse risk according to stages unique to individual investment processes, such as:
    1. Equity portfolios: asset allocation and stock selection
    2. Fixed income portfolios: duration, curve distortion and credit bets

 

Ex-ante risk results
Ex-ante risk results
Covariance matrix
Covariance matrix
What if analysis
What if analysis
Réalisation : Sismeo agence web Paris