If you want to configure Cognos for IBM Connections to use SSL you need to import the HTTP server certificate and all of the certificates in the certificate chain as described in this chapter. However, after I did that Cognos was not working. The import as successful and there was no error message.
If you have a similar problem, just open the certificate store ("(_transformer_install_dir_)/signkeypair") with the iKeyman utility (as type of keyfile use "PKCS12").
You should find all certificates (the server certificate of your web server and all signer certificates in the chain up to the root) in that keystore. If one or more of them are missing (which was the case for me even after the "successful" import) just add it with the iKeyman utility.
After restarting the servers everything should then work correctly.