In this article, I argue that Zia Haider Rahman’s In the Light of What We Know offers a suggestive but ultimately problematic interrogation of the link between knowledge and finance in the context of contemporary “cognitive capitalism” and the 2008 crisis. The novel’s almost fetishistic relation to knowledge, primarily represented by the narrator’s encyclopedic and relentless discursive presence, compounded with his insistence on a circumscribed and experientially detached narrative temporality, suggests a fundamentally evasive strategy. For all its complexity and stringency, “knowledge” functions as an ideological cover for a deeply political crisis, while narration itself signals a foreclosure of agency and responsibility which ultimately fails, exposing the limits of financialization’s own discursive justifications.