Modeling

Portfolio Valuation and Risk for Multi-Asset Derivatives and Fixed Income

Our flexible, high-performance, and transparent solutions help over 1,000 global organizations enhance investment returns, manage risk, reduce costs, comply with regulations, and provide confidence to investors and shareholders.

Unlimited Flexibility and Control

The search for alpha is driving buy-side firms to use new instruments and more complex trading strategies. However, inflexible legacy systems are limiting your ability to act quickly.

To rapidly put dynamic trading strategies into action, you need ultimate flexibility and control over your models and curves. F3’s advanced modular framework enables fast modeling of virtually any instrument and delivers unmatched flexibility for custom curve building, making it easier to move fast on profitable opportunities.

How You Benefit:

  • Exploit New Opportunities:Trade quickly and confidently in new asset classes, instruments, currencies and geographies 
  • Generate More Alpha: Rapid model development enables you to quickly take advantage of new trading opportunities
  • Gain More Flexibility and Control: Quickly and easily build models and curves that reflect your market view
  • Get Future-proof Valuation and Risk: Accurately value and manage risk across your entire portfolio
  • Instill Confidence: Transparent models build trust across the organization and provide analytical integrity
  • Leverage Internal Models: Generate comprehensive risk analytics by integrating your proprietary models with F3

Key Features

  • Flexible Modeling: Easily construct models and curves that reflect your market view
  • Advanced Modular Framework: Modular objects are added together to create virtually any product, and a simple scripting language defines custom structures
  • Industry Standard Models: Complete set of fully documented industry standard models, including handling negative rates
  • Bespoke Models: Proprietary models integrate with the F3 analytics framework

Contact us to learn more, or request a custom demo. 

Custom Demo

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F3 Video

The next generation of powerful valuation and risk solutions is here.

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Portfolio valuation and risk analytics for multi-asset derivatives and fixed income.

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F3 Video - Modeling

Learn how pre-built modeling components in F3 provide depth of coverage for multi-currency, multi-asset strategies.