SOURCE: FinAnalytica Inc.

FinAnalytica Inc.

September 29, 2015 09:00 ET

FinAnalytica Keeps Focus on Buy-Side Market Risk & Portfolio Construction Innovation With New Cognity Release

NEW YORK, NY--(Marketwired - September 29, 2015) - Serving the full spectrum of buy-side market participants, FinAnalytica's Cognity 5.0 release delivers powerful new analytical integration in the areas of pre-trade decision support and post-trade portfolio analysis capabilities within its award winning, multi-patented market risk management framework.

Cognity 5.0 features fully integrated pre-trade what-if analysis into the portfolio construction and risk management processes. Portfolio managers can instantly test any proposed position change and immediately see the impact on forecasted risk and return, and across a broad set of sensitivities and associated single or multi-factor stress test scenarios.

Factor-based risk and Brinson-style performance attribution in the return space of multi-asset class portfolios are now part of the Cognity analytical suite. Together with powerful risk backtesting, the two modules now establish the bridge between risk and performance management and drive consistent risk factor allocation-based decisions.

"Our clients demand the next generation tools which support decision making to better manage market risk, tail risk exposures and drive increased risk-adjusted returns," said Hank Lamour, Global Head of Sales. "Our Cognity development team continues to listen and respond to needs of the entire buy-side community."

Responding to institutional asset manager and hedge fund clients, Cognity 5.0 delivers new models and expanded instrument coverage in the rapidly growing FX exotic product space including multi-asset derivatives. Calibration routines are now enhanced with new Heston volatility modeling. Negative interest rates are supported through deployment of a comprehensive shifted SABR model framework across the full range of supported interest rate instruments. A suite of fixed income sensitivity measures includes KR01 ladders and delta hedge ratios.

FinAnalytica Head of Quantitative Product Development, Georgi Mitov said, "Cognity 5.0 provides our clients with a coherent framework to price instruments with both the accuracy and flexibility in this highly volatile environment."

Institutional investors and multi-manger funds now have access to robust returns-based style analysis and support for positions on sub-portfolios that enable portfolio look-through views.

For full details of the Cognity 5.0 release, visit www.finanalytica.com/cognity-50/

About FinAnalytica
FinAnalytica develops Cognity, the award winning suite of multi-asset class market risk management and portfolio construction solutions. Cognity and its patented risk forecasting methodology support risk and portfolio management teams, as well as due diligence and quantitative analysts. www.finanalytica.com.

Contact Information

  • Contact Information:
    FinAnalytica
    Hank Lamour
    Email contact
    Phone: 1 (212) 880-2662