There is a new whitepaper available belonging to the BI stack.

Writer: Kay Unkroth

Summary: From straightforward client/server designs to complex architectures relying on distributed Windows services, SharePoint applications, Web services, and data sources, Microsoft BI solutions can pose many challenges to seamless user authentication and end-to-end identity delegation. SQL Server technologies and data providers expect to use Windows authentication while SharePoint Server uses Web Services Security (WS-Security). Flowing a user identity from a Windows or browser-based BI client application through a claims-based SharePoint service to a Windows backend system is not always possible due to various limitations in data providers, security protocols, and identity services. Network, forest, and federation topologies also influence the authentication flows. Familiarity with the authentication protocols and capabilities, delegation limitations, and possible workarounds is an indispensable prerequisite to delivering a positive BI user experience across the entire Microsoft BI solution stack in enterprise environments.

You can download it from this location.