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: Entity identification and client lifecycle management – How financial institutions can drive $4 billion in cost savings

A new model in Legal Entity Identifier (LEI) issuance has created significant opportunities for financial institutions to capitalise on their KYC and AML due diligence. By becoming Validation Agents and obtaining LEIs on behalf of their clients, financial institutions can enhance their client onboarding experience, streamline their internal operations, and open the door to new,...

BLOG

Opensee Platform Provides Self-Service Big Data Analytics for Business Users

Paris-based ICA, a provider of big data analytics, has rebranded as Opensee, marking its evolution from an innovative capital markets data analytics platform to a market challenger. The company’s offer is to make hundreds of terabytes of structured data accessible to business users easily and quickly through self-service data analytics tools. The company was initially...

EVENT

Briefing: ESG Data Management – A Strategic Imperative

This breakfast briefing will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.

GUIDE

Entity Data Management Handbook – Fourth Edition

Welcome to the fourth edition of A-Team Group’s Entity Data Management Handbook sponsored by entity data specialist Bureau van Dijk, a Moody’s Analytics company. As entity data takes a central role in business strategies dedicated to making the customer experience markedly better, this handbook delves into the detail of everything you need to do to...