Derivative Solutions

Core Analytics in F3

F3's core analytics platform includes industry-standard pricing models, risk models, and reference data. It gives you the flexibility to analyze virtually all financial instrument types and asset classes accurately and comprehensively.

Portfolio modeling - Multi-asset class portfolios introduce challenging correlation effects when calculating value and risk. F3 Platform offers sophisticated portfolio analysis that deals with these non-linear effects.

Hybrid modeling - Until now, trading in hybrid instruments has required construction of bespoke models. F3 Platform offers the most sophisticated and powerful hybrid instrument modeling engine commercially available.

Flexible instrument modeling - Financial institutions are continuously expanding into new asset classes and instrument types, to keep pace with evolving regulations and client demands. Customizable trade templates in F3 Platform provide quantitative analysts and structurers with the fine-grained control they need to respond quickly to new trading opportunities.

Separation of concepts - By separating the description of trades and portfolios from the construction of the financial models, and the valuation method employed, F3 remains completely generic. It is this unique generic nature that ultimately enables you to represent any trade or financial structure.

Separation of Concepts
Separation of concepts enables any trade or financial structure to be represented.

Please view the F3 Platform page for further information on our analytics platform

The F3 Risk Report is a lot quicker than industry standard curve bumping. RR was <0.01 seconds, curve bumping 20 for a sample risk calculation - and the results are practically identical.

Amrish Ganatra Founding Partner,
Cerebra