About Us

Mapping Financial Networks

Financial Network Analytics (FNA) helps financial professionals see a connected picture of risk. FNA’s network algorithms reveal interconnected risks and its cloud-based solutions distill complexity into visual decision-making signals. Over a decade of pioneering research into financial networks makes the company a leader in its field.
FNA’s clients include the world’s largest central banks, infrastructure providers and leading financial institutions. Its technologies enable clients to oversee complex financial networks, visualize global market dynamics, identify systemic risks, and much more.



Our History


FNA completes a seed financing round led by DMGT welcoming Andrew Coburn and Alan Laubsch as new board members. The FNA team has grown to a total of 15 software engineers and PhD quantitative analysts.


The year is of rapid development of the FNA platform which now covers over 200 algorithms and functions for financial network analytics. FNA now provides services in addition to central banks, also to asset managers, hedge funds and market infrastructures. The company launches its Apps framework which extends network analytics with innovative data visualizations and a smooth user experience.


FNA extends its analytics to financial markets and develops methodologies for analyzing and visualizing correlation networks. The software moves to the cloud with the launch of the first version of FNA Lab. Samantha Cook joins FNA as its Chief Scientist.


The company launches the first version of its platform that allows its central bank clients to analyze and simulate payment and exposure data based on methodologies from network theory.


FNA is founded by Kimmo Soramäki to develop new solutions for understanding and managing financial risks. The firm's focus is initially on operational and liquidity risk in financial market infrastructures and on systemic risk in the financial system.