Assumes you won't have any formulas which will be messed up by inserting and
deleting columns.

Sub SplitBold()
Dim cell As Range
Dim l As Long, i As Long
Dim j As Long
Set rng = Range(Cells(1, "A"), Cells(1, "A").End(xlDown))
rng.EntireColumn.Offset(0, 1) _
   .Resize(, 2).Insert
rng.EntireColumn.Offset(0, 1) _
   .Resize(, 2).Font.Bold = False
For Each cell In rng
l = Len(cell)
For i = 1 To l
If cell.Characters(i, 1).Font.Bold Then
 j = i
Else
 Exit For
End If
Next
cell.Offset(0, 1).Value = Trim(Left(cell, j))
cell.Offset(0, 2).Value = Trim(Mid(cell, j + 1, l))
cell.Offset(0, 1).Font.Bold = True
Next cell
rng.EntireColumn.Delete
End Sub