Beyond Reporting: Dashboard Risk Analytics

Cognity’s open multi-model risk management software environment puts you in control with dashboard views of your risk and return potential. Going beyond black box generated hard copy reports, Cognity risk analytics dashboards put portfolio managers and risk managers on the same page by overlaying our patented fat-tailed reporting framework on to your standard VaR infrastructure and combining views across distribution types, horizons, confidence levels, stress scenarios and what-if trades. Cognity dashboards and multi-asset class reports allow you to:

• Break away from the confines of a single VaR measure based on a model that many have lost confidence in but cannot completely discard
• Display historical VaR, normal VaR, and fat-tailed VaR along with ETL (Expected Tail Loss) and ETR (Expected Tail Return)
• Create interactive analytic views and custom reports for internal groups, management committees and investors.
• Aggregate assets across asset class, currency, custom groups and any level of transparency including positions, returns and exposures into a single report
• Decompose and drill down into each asset class, sub-group and position
• Monitor and enforce investment policies
• Comply with government agency reporting regulations

The key results are:

• Accurate, comprehensive view of tail risk at the total portfolio and enterprise level
• Conversations with comparative perspective rather than debates on a single number
• Communicating investment decisions from a common basis
• Demonstrating a structured investment process to institutional investors
• Building investor trust by utilizing results based on complete risk analytics transparency
• Independent and streamlined compliance reporting

Meeting the diverse requirements of risk managers, quantitative analysts and portfolio managers, Cognity risk management software offers dashboard and reporting solutions for: 

Multi-Asset Class Risk Analytics Reporting 
Cognity’s powerful multi-asset class aggregation capabilities offer asset managers, hedge funds and pension funds unparalleled reporting and results transparency. User-defined views of aggregated portfolio risk with drill down into multi-level groupings across asset classes and positions are easily created. With its patented fat-tailed framework, Cognity is the only risk management software platform that estimates fat-tailed VaR, Expected Tail Loss (ETL), Expected Tail Return (ETR) and Contribution to Tail Risk across multiple distribution types and alongside classical volatility measures. Learn more about Cognity's Holdings-based Multi-Asset Class Reporting capabilities.

Returns-based Risk Analytics Reporting
Meeting the analytic demands of the most sophisticated funds of funds, endowments, pension funds and other multi-manager firms, Cognity is the benchmark for returns-based risk management software reporting. Cognity integrates FinAnalytica’s patent-pending fat-tailed framework with state-of-the-art quantitative software to deliver comprehensive analysis in an intuitive language that investors understand. Learn more about Cognity's Returns-based Reporting capabilities.

UCITS and Compliance Reporting
Deploy rich risk management software that enables monitoring and measuring risk of positions and contributions to your overall risk profile. Cognity’s accurate and independent valuation of OTC derivative instruments provides a platform for:

Agreeing, reporting and managing limits on derivatives exposures:

• Must be below 100% of the value of the portfolio
• < 10% of total portfolio value of on any single OTC transaction
• < 20% of total portfolio value for all OTC transactions with a single counterparty
• Must separate derivative types in reporting but also by OTC and non-OTC as compared to total portfolio and portfolio excluding derivatives

Complying with government rules and communicating with authorities on derivatives:

• Invested types
• Underlying risks
• Quantitative limits and methods to eliminate risks