FINCAD Solutions

F3 Excel Edition

Portfolio Risk Analysis Regardless of Size or Complexity

Take advantage of robust portfolio level risk analytics, including Collateralized Credit Value Adjustment (CVA) and Monte Carlo VaR. F3's Universal Risk Technology™ provides first-order sensitivities on-demand, eliminating the need for resource intensive "bumping".

In addition to its comprehensive risk, F3 Excel Edition also provides an unprecedented level of flexibility which enables you to value virtually any trade or portfolio.

F3 Excel Edition screenshot

Empower your organization with:

F3's Flexible CVA Solution

While having the ability to calculate CVA on your portfolio is important, it can be quite difficult to achieve. However, with F3, you can calculate CVA on any trade or netting set. F3's innovative approach to the CVA calculation treats it as a specific pricing application, in principle no different from pricing complex derivatives so it can be calculated using the same models and generic Monte Carlo pricing engine as for any other exotic trade. Learn more about flexible CVA pricing.

Comprehensive Portfolio Risk

Enable proactive risk management. Better understand how your portfolio will react to changing market conditions – before they happen. F3 guarantees that value and risk exposure can be accurately calculated for any trade or portfolio, regardless of which financial model or numeric calculation methods are employed.

Ultimate Flexibility

Get the building blocks you need to define virtually any trade, including your complex trades and structured products. New trades or contract types from single barrier products, to hybrids, all the way to the most complicated long dated range accruals and PRDC's can be represented without the need for programming or rebuilding your analytics system. And with complete independence of objects, F3 enables you to reuse models rather than building from scratch. Watch a demonstration to find out more.

P&L and Performance Attribution

With F3's P&L Attribution, you can determine the specific market factors driving changes in the value of your trading book. Avoid time consuming reconciliation by having your P&L reporting in the same system that prices and monitors the risk associated with your derivatives portfolio. See exactly how your portfolio is performing against a benchmark, and make key adjustments to maximize returns with F3's Performance Attribution.

Transparency and Traceability

Satisfy regulatory requirements and meet the demands of even your most stringent stakeholders. Full documentation and call logging to trace and support all your calculations.

High Performance Computing

Fast & scalable to handle even the most resource intensive calculations. No matter how dynamic your portfolio may be, F3 keeps pace, expanding as your portfolio and organization grows.

Operational Risk Mitigation

Gain greater efficiency while reducing errors by minimizing the number of workbooks you need to manage. With F3's model re-use you can significantly improve productivity and accuracy of your valuations. One integrated system eliminates the need for reconciliation between multiple systems, saving you time and resources.

My spreadsheets are significantly smaller and workbook management is much easier than before.

Orlando CalvoTreasury Risk Analyst,
Global Bank Corporation