FinAnalytica Integrates FINCAD Analytics in New Cognity Release

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Cognity, FinAnalytica’s risk management and portfolio allocation platform, expands multi-asset and multi-strategy coverage by leveraging FINCAD Analytics.

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.

FINCAD, the trusted provider of derivatives analytics, today announced that FinAnalytica, a leading 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 Program. “With FINCAD’s extensive documentation, we are confident that it adds to the level of transparency Cognity’s clients have come to expect.”

About FINCAD
Founded in 1990, FINCAD provides software and services supporting the valuation and risk management of cross-asset class derivatives and fixed income securities to banks, hedge funds, asset management firms, corporate treasuries, and auditors. FINCAD is the industry standard for financial analytics used by more than 4,000 organizations in over 80 countries. Over 70 FINCAD Alliance Partners embed FINCAD analytics within their solutions. http://www.fincad.com.

About FinAnalytica
FinAnalytica is a leading provider of real world portfolio and risk management solutions for quantitative analysts and portfolio managers. FinAnalytica's Cognity software suite incorporates the latest and most transparent advances in analytics, including comprehensive treatment of real world fat-tailed and skewed asset returns. FinAnalytica clients include leading asset managers, hedge funds and funds of funds globally. For further information, please visit http://www.finanalytica.com.

Media contacts:
FINCAD
Sarah Quon                                
+1 604.831.9599

FinAnalytica
Cognito Europe
Adam Honeysett-Watts/Charlie Morrow
+44 (0)20 7438 1100

Cognito US
Damon Leavell/Caitlin Mitchell
+1 646 395 6300

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FINCAD
+1 604.831.9599
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