Wall Street & Technology is part of the Informa Tech Division of Informa PLC

This site is operated by a business or businesses owned by Informa PLC and all copyright resides with them. Informa PLC's registered office is 5 Howick Place, London SW1P 1WG. Registered in England and Wales. Number 8860726.

Infrastructure

10:27 AM
Connect Directly
Facebook
Google+
Twitter
RSS
E-Mail
50%
50%

FinAnalytica Unveils New Version of Cognity

Integrates positions, exposures and returns through a single view of risk measurement.

FinAnalytica launched version 3.2 of its Cognity risk management and portfolio allocation platform to offer risk measurement and reporting across all levels of transparency, including positions, exposures and returns.

In the latest version, Cognity offers unified risk measurement by integrating inputs of manager-provided factor exposures with portfolio positions and manager returns. Portfolio managers are able to decompose their risk in a single view regardless of the type or level of inputs.

A new rapid factor modeling process combines single and multi-factor regression analytics including both linear and non-linear setting. Coverage of asset classes continues to expand for position-based analytics, including the addition of asset-based securities, total return swaps and the expansion of futures and futures options to include energy, precious metals and agriculture.

“Transparency is king. Our multi-manager customers must be capable of responding to their investors with clear and accurate insights into the levels and sources of risk at all possible levels of information transparency,” commented FinAnalytica CEO, David Merrill, in the release.

“Our traditional asset management and hedge fund customers need an aggregate view of their risk across all types of portfolio strategies and asset classes," stated Merrill. "This release gives both groups the tools to make use of all available information, be it positions, exposures or returns, in a single analytical and reporting platform.”

Cognity 3.2 also calculates liiquidity-adjusted manager risk and performance measures.

Ivy is Editor-at-Large for Advanced Trading and Wall Street & Technology. Ivy is responsible for writing in-depth feature articles, daily blogs and news articles with a focus on automated trading in the capital markets. As an industry expert, Ivy has reported on a myriad ... View Full Bio

Register for Wall Street & Technology Newsletters
Video
7 Unusual Behaviors That Indicate Security Breaches
7 Unusual Behaviors That Indicate Security Breaches
Breaches create outliers. Identifying anomalous activity can help keep firms in compliance and out of the headlines.