Bisam insights blog


As head of account management for BISAM’s Cognity risk customers, I am pleased to share this Cognity customer success story, which looks at how the Head of Risk at one of our asset management customers leveraged Cognity to regain compliance with UCITS requirements around VaR exceedances. Python tutorial video Prior to consulting the BISAM Cognity team, the customer was using a risk model and risk platform that was not able to provide accurate risk estimates within two multi-asset, multi-currency funds. Us to canadian dollar exchange rate history As a result, the customer saw more than 20 Value at Risk (VaR) exceedances in one year. Usa today coaches poll football Looking for more accurate measures, the customer turned to our Quant team and the Cognity platform, which proved to provide a clearer lens into the firm’s portfolio risk, utilizing our open and transparent “real world” risk modeling approach that understands the structure of financial asset distributions and adapts to all markets regimes.

Usd to hkd conversion Following is a summary of the customer’s challenges and the Cognity solution that helped them to regain confidence in their approach, and instill trust with their board and regulators. Convert binary Read More

’Tis the season for year-end reflection, so drawing inspiration from last week’s farewell post by Peter Ellis, I asked several of our regular BISAM blog contributors to share what they deemed to be the biggest surprises of 2016, and their predictions and recommendations for 2017. Futures market quotes To be sure, Bloomberg’s announced acquisition of Barclays POINT and this year’s geopolitical landscape – from Brexit to multiple global elections – reigned as the biggest surprises of 2016. 1 jpy to usd The impact of these events remains to be seen as we move into 2017, but will undoubtedly increase demand from investors, regulators and internal stakeholders when it comes to portfolio analytics and the need for ever-more innovation in the ways that firms approach, manage and report on performance and risk. Historical exchange rates gbp to usd To that end, here are some final thoughts for the year from our BISAM Insights team… Read More

Just before the Thanksgiving holiday in the U.S., the Financial Times TM published a piece by Miles Johnson, Tail Risks Wagging the Dog with Wall Street Fear Gauge. Hkd usd In his piece, Mr. The millionaire Johnson notes, “the risk for any human or computer using the VIX as a gauge of how risky or safe the market may be is that there are reasons to believe it has become an increasingly scrambled signal over the past five years.” He continues on to suggest that, “Stock market investors who have been finding solace in apparently subdued volatility may one day be in for a violent awakening.”

Putting aside Mr. Lg washing machine codes Johnson’s question re: whether or not the VIX is being influenced by the huge volumes being traded in short-dated VIX futures, we at BISAM think the more important point is the noted cause for concern for “anyone currently using the VIX index as an independent variable to inform their decisions.” Read More

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