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FinAnalytica presents a daily market risk backtest over a period of 12 months on the Dow Jones Industrial Average Index up to 16th October. The results were generated using FinAnalytica’s, Cognity™ market risk and portfolio construction technology. They compare the Normal VAR to FinAnalytica’s proprietary, multi-patented Fat Tailed VAR.
Cognity servers have never been exposed to the Heartbleed bug
Vincent Berard of BNP Paribas and FinAnalytica's Daniel Dimitrov explore ways to introduce tactical allocation tilts into a strategic portfolio using tail risk and alternative betas
The new Cognity 4.3 release meets the increased demand from investment professionals for sophisticated risk management capabilities with new functionalities including asset class coverage expansion for exotic FX options, enrichments to the optimization/asset allocation module for liabilities, increased user access to report customization, and user-defined scenario/stress testing workflow enhancements.
Driven by increasing demand for turnkey market risk services the new solution extends the hosted Cognity ASP risk management and portfolio construction platform to include customized managed services, such as full data management, portfolio analytics, reporting and consulting. Customers will now have access to an expanded list of tailored risk solutions and a suite of outsourced services, ranging from selected data management and analytical tasks to full day-to-day turnkey risk operations.