March 13, 2013
FinAnalytica Adds Mixed Frequency Model Enhancement and Increased Investor Workflow Support for Quantitative Portfolio Analytics
The new Cognity 4.3 release meets the increased demand from investment professionals for sophisticated risk management capabilities with new functionalities including asset class coverage expansion for exotic FX options, enrichments to the optimization/asset allocation module for liabilities, increased user access to report customization, and user-defined scenario/stress testing workflow enhancements.
October 01, 2012
FinAnalytica Launches Cognity Managed Services SaaS Risk Offering
Driven by increasing demand for turnkey market risk services the new solution extends the hosted Cognity ASP risk management and portfolio construction platform to include customized managed services, such as full data management, portfolio analytics, reporting and consulting. Customers will now have access to an expanded list of tailored risk solutions and a suite of outsourced services, ranging from selected data management and analytical tasks to full day-to-day turnkey risk operations.
July 19, 2012
FinAnalytica Voted No. 1 Market Risk Solution Provider in 2012 Waters Rankings
FinAnalytica was selected Best Market Risk Solution Provider by Waters’ readers, Cognity clients and other market participants for the second time in three years.
June 20, 2012
Cognity Risk Platform Receives Patent for Correlation Dynamics
Patented procedure replaces the fixed correlation matrix with a dynamic process that accurately estimates the dependency between assets using copulas and accounts for non-linearity and asymmetry in portfolios.
June 19, 2012
Upgrade to PerTrac RiskPlus Puts Investors in Control of Portfolio Risk Assessment
The enhanced Cognity-powered RiskPlus 2.0 Enables Customized Risk Models and Stress Scenarios
March 27, 2012
Forward Looking Risk Analytics for Investors: Utilizing Returns and Positions-based Approaches
A Practical Roadmap for Aligning Risk Measurement and Investment Goals
Risk Magazine: Capturing Fat TailsMay 03, 2010 In the News
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.