Portfolio Risk Attribution overview

Decomposes portfolio profit-and-loss into factor, sector, and idiosyncratic contributions — running multi-factor risk model attribution (Barra, Axioma) to isolate systematic versus stock-specific returns, performing sector and geography allocation/selection analysis, calculating marginal contribution to risk for each position, stress-testing portfolio under historical and hypothetical scenarios, and generating risk budget utilization reports against allocated risk capital. Produces daily P&L attribution reports, risk factor exposure summaries, and risk limit utilization dashboards. Excludes trading execution and factor model construction.