Integrating our patented fat-tailed framework across a vast array of asset classes, Cognity risk managment software supports the full spectrum of multi-asset class portfolios. Cognity's plug and play risk analytics drive rapid implementation of new and custom asset class calculators. Third party and proprietary calculators are easily intregrated into Cognity risk management software through our Cognity Web Services API.
| Equity Products | Interest Rate Products | Credit Default Products |
| Stocks | Bonds (Treasury, Agency, Corporate) | Index Credit Default Swaps |
| Funds | Bonds (MBS, ABS, Municipals) | Single Name Credit Default Swaps |
| ETFs | Convertible Bonds | CDX |
| Indices | Repos | ITRAXX |
| Stock Options | Bond Futures | |
| Stock Forwards | Options on Bond Futures | Commodities |
| Stock Futures | Amortizing Bonds | (Energy, Precious Metals & Physical) |
| Options on ETFs | Fixed Brady Bonds | Spot |
| Options on Stock Futures | Floating Brady Bonds | Futures |
| Options on Indices | Interest Rate Futures | Options |
| Market Index Futures | Options on Interest Rate Futures | |
| Options on Market Index Futures | Floating Rate Notes | FX Products |
| Cash Binary Options on Indices | Zero Coupon Inflation Swaps | Cash |
| Quanto Options on Stocks | Currency Swaps | FX Options |
| Quanto Options on Indices | Interest Rate Swaps | FX Forwards |
| Asian Options on Stocks | Money Markets | FX Futures |
| Asian Options on Indices | Forward Rate Agreements | Options on FX Futures |
| Barrier Options on Stocks | Listed Futures | FX Asian Options |
| Barrier Options on Indices | Spread Options | FX Digital Options |
| Lookback Options on Stocks | Amortizing FRNs | FX Swaps |
| Lookback Options on Indices | Swaptions | |
| Asset Binary Options on Stocks | Caps | Alternatives |
| Asset Binary Options on Indices | Floors | Hedge Funds |
| Cash Binary Options on Stocks | Collars | Funds of Funds |
| Chooser Options on Stocks | Loans | Private Equity |
| Chooser Options on Indices | Binary Options on Interest Rates | Real Estate |
| Total Return Swaps on Equities | Quanto Options on Interest Rates | Infrastructure |
| Total Return Swaps on Equity Indices | Total Return Swaps on Bonds | |
| Equity CFDs | Total Return Swaps on Floating Rate Notes | Third Party Integration |
| Market Index CFDs | Total Return Swaps on Market Indices | FinCad |
| Inflation Rate Swaps | Cognity Web Services API |
Gregory Crawford talks with David Merrill, CEO of FinAnalytica, talks about the communication gap between portfolio managers and risk managers and how that's being filled.
Version 4.0 offers enhanced ‘Tempered' Stable Distributions modelling and increased performance through new scenario caching. Users have access to expanded upside tail returns analytics and enhanced tail risk hedging models
This webinar reviews a practical bottom up approach for aggregating risk across multi-asset class portfolios.