Real World Market Risk & Portfolio Construction

Cognity, part of BISAM’s suite of market-leading portfolio analytics, is a comprehensive, multi-asset class market risk solution for multi-factor modeling, risk budgeting & portfolio construction, stress-testing and real world fat-tail risk measurement. Cognity delivers dedicated risk solutions for institutional asset managers, hedge funds, alternative asset managers including portfolio construction and advisory for mutual funds and wealth managers.

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With Cognity you can:

  • Stay within acceptable VaR exceedance boundaries
  • Precisely identify risk sources
  • Conduct realistic and flexible stress-testing scenarios
  • Accurately estimate probability and severity of tail events for decision support
  • See enterprise views of risk roll-up and efficiently breakdown by specific characteristics, client portfolios
  • Identify “hot” and safe investment spots
  • Leverage flexible, custom portfolio modeling
  • Deliver high touch consulting services
  • Identify challenges and opportunities in portfolios with adaptive analytics
  • Efficiently discuss strategic asset allocation issues

Real World Risk Modeling

Many of the world’s leading buy-side firms use BISAM to evaluate and enhance their investment strategies and better service their clients, while maintaining high levels of security, data management, transparency, process control and operational scale. Request a product demo today.


Accurate. Predictive. Transparent.


Underpinned by award-winning research, Cognity delivers powerful insight whether in calm or turbulent markets. In today’s world, where spikes in volatility are the new normal, Cognity empowers portfolio and risk managers with the confidence they need to make better decisions.


Cognity covers all asset classes from Equities, Fixed Income, FX and Commodities, to even the most illiquid alternatives. The Cognity modeling approach remains reliable and accurate, no matter how diverse the liquidity across different asset classes.


Many of the market risk guidelines outlined in today’s expanding regulatory environment can be supported by Cognity’s capabilities, including:

AIFMD: Supports guidelines for exposures, scenarios analysis and VAR/stress-test reporting

Solvency II: Supports guidelines for multi-factor stress-testing & scenario analysis, aggregated risk & look-through reporting

UCITS: Supports guidelines for VaR & ETL measurement & reporting, stress- testing, back-testing

Core Features

Multi-Asset Class Portfolio Risk Analytics

Enterprise view of risk and allocation across any asset class, any currency and at any level of portfolio transparency

Portfolio Construction and Asset Allocation

Forward looking portfolios with superior levels of upside potential via a transparent, real world quantitative framework

Factor Modeling

Identify systematic risk factor drivers with automated factor selection over a database of branded market indices and custom factors

Comprehensive Stress-Testing

Powerful engine for stress- testing and scenario analysis provides instant insight into vulnerability with drill down into any client-defined breakdown up to a single position level

Enterprise Risk Reporting

Enterprise Risk Roll-ups with drill down into any client- defined breakdown through simultaneous Monte Carlo analysis

Compare the Fat-Tail vs. Normal VaR spreads across multiple global indexes

Daily Risk Statistics

View the latest BISAM blog posts and market risk analysis from our Quant Team

Insights Blog

BISAM’s recognition
by industry players