The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

FinAnalytica Integrates FINCAD Analytics in New Cognity Release for Full Multi-Asset and Multi-Strategy Coverage

FINCAD, a provider of derivatives analytics, today announced that FinAnalytica, a provider of real world portfolio risk solutions for asset managers, hedge funds and multi-manager funds, has expanded its derivatives pricing coverage by embedding the firm’s Analytics Suite into Version 3.2 of Cognity, its flagship platform.

Cognity, FinAnalytica’s risk management and portfolio allocation platform, directly addresses the real world phenomenon of fat tails, volatility clustering, skewness and correlation asymmetry. The latest version, which offers unified risk measurement and reporting across all levels of transparency, has expanded its asset class coverage with the addition of inflation rate swaps, callable and puttable bonds, and total return swaps on stocks, bonds and floating rate notes by leveraging FINCAD Analytics. The solution is integrated as a key component in Cognity’s distribution fitting and risk measurement framework and, for selected asset classes, will simulate and price instruments with inputs from FinAnalytica’s patented risk modeling process to produce fat-tailed risk and exposure reports.

FinAnalytica CEO, David Merrill stated, “This partnership enables FinAnalytica to focus on its core competency in risk management. FINCAD Analytics will serve as a driving force in quickly responding to our client requirements for expanded derivatives pricing.”

“The library’s ease of use and multiple development options has made it an ideal fit for our own environment,” added Stanislav Lazarov, FinAnalytica head of software development.

“We are pleased to partner with an award-winning company like FinAnalytica and we congratulate them on their success in enhancing Cognity positions-based analytics by expanding its derivatives coverage with our solution,” said Amar Budhiraja, director of the FINCAD Alliance Programme. “With FINCAD’s extensive documentation, we are confident that it adds to the level of transparency Cognity’s clients have come to expect.”

Related content

WEBINAR

Recorded Webinar: A new way of collaborating with data

Digital transformation in the financial services sector has raised many questions around data, including the cost and volume of reference data required by each financial institution. Firms want to pick and choose the reference data they need to fulfil their requirements. Emerging solutions with the potential to decrease the cost of data and increase flexibility...

BLOG

SIX Acquires ULTUMUS to Strengthen ETF and Managed Data Service Offering

SIX has acquired ULTUMUS, a global index and exchange-traded funds (ETF) data specialist, to strengthen its ETF and managed data service offering. The companies have been partners for some time, with SIX acquiring ULTUMUS from investment firm ETFS Capital. ULTUMUS will initially operate separately to SIX and will carry on delivering index data from SIX...

EVENT

RegTech Summit London

Now in its 6th year, the RegTech Summit in London explores how the European financial services industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

The Data Management Implications of Solvency II

This special report accompanies a webinar we held on the popular topic of The Data Management Implications of Solvency II, discussing the data implications for asset managers and their custodians and asset servicers. You can register here to get immediate access to the Special Report.