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