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.
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.
FinAnalytica was selected Best Market Risk Solution Provider by Waters’ readers, Cognity clients and other market participants for the second time in three years.
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.
The enhanced Cognity-powered RiskPlus 2.0 Enables Customized Risk Models and Stress Scenarios
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
Powered by Cognity, PerTrac RiskPlus 1.2 Introduces Performance Infilling for Measurement of Illiquid Asset Risk in Multi-Manger Portfolios; New Global Factor Models Enable Geographic-Specific Risk Analysis
FinAnalytica CEO David Merrill discusses what's on horizon for buyside risk and portfolios managers.
Taking a view on the sovereign debt crisis, Michael Palmieri and Svetoslav Delev, disucss how the most widely used risk measures lead institutional investors astray prior to market shocks.