About FINCAD

Since 1990, FINCAD has been helping firms make better investment and risk decisions, improve workflow efficiency, and reduce operational risk.

Derivatives Arms Race May Lead to Exotics Rebirth

Banks are making a dash for faster methods to calculate derivatives prices, in a move that may presage the return of exotic derivatives that have disappeared since the financial crisis.

Many of the complex and multi-layered derivatives sold before 2007 are no longer economic because of the need to factor in the cost of funding, collateral, counterparty risk and regulatory capital.