Cognity risk management software integrates break-though fat-tailed methodology across the entire analytic spectrum. Offering both holdings-based and returns-based risk analytics on a common platform, Cognity users can take a position by position view of risk as well as a top down view by asset class, strategy, sector and geography. Aggregating risk across positions, portfolios and liquidity gives C-level executives the enterprise view for tactical short term and strategic long term decisions. Funds of funds, hedge funds and multi-asset portfolio managers can measure absolute performance and risk while mutual funds, endowments and plan sponsors can perform benchmark relative analysis.
Meeting the sophisticated risk analytics demands of risk managers, portfolio managers and quants, Cognity risk management software enables an enterprise view of risk and allocation across portfolios of any transparency, asset class or currency. Through an easy to use modular interface, Cognity matches any workflow and translates results into an intuitive language that senior managers and investors understand.
The world has changed unrecognizably. Cognity risk analytics makes sense of the new paradigm and guides portfolio and risk managers to make better decisions.
Holdings-based & Multi-Asset Class Portfolio Risk Analytics
Providing Asset Managers, Hedge Funds, Pension Funds and other institutional investors powerful multi-asset class aggregation capabilities, Cognity risk management software offers unparalleled reporting and results transparency for an extensive list of asset classes and instrument types. User-defined views of aggregated portfolio risk with drill down into multi-level groupings across asset classes and positions are easily created. Aggregating traditional holdings-based portfolios and alternative investments while retaining maximum granularity, Cognity is the only global, multi-currency, multi-asset class platform offering a true enterprise view of risk and return. more>
Returns-based Multi-Manager and Alternatives Portfolio Risk Analytics
Meeting the analytic demands of the most sophisticated funds of funds, endowments, pension funds and other multi-manager firms, Cognity risk management software is the benchmark for returns-based risk management and portfolio construction. Cognity integrates FinAnalytica’s patent-pending fat-tailed framework with state-of-the-art quantitative software to deliver comprehensive analysis in an intuitive language that investors understand. more>
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
Joel Nadelman of FinAnalytica and Randy Jones of PerTrac review the challenges that institutional investors face in selecting alternative investment managers and constructing resilient portfolios that balance risk and reward.
Financial institutions are more aware of the risks posed by high-impact events since the crisis, but the question is how to encapsulate these in models. Zari Rachev, Boryana Racheva-Iotova and Stoyan Stoyanov discuss three approaches for capturing fat tails.