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

Unmatched Speed and Accuracy

Investment managers face challenging market conditions with low yields, negative interest rates and fierce competition. To overcome these challenges, firms need a next generation valuation and risk solution that enables growth, now and in the future.

F3 provides fast, accurate, and flexible pricing and valuation for multi-asset derivative and fixed income portfolios. Our industry-standard suite of sophisticated risk analytics combined with unrivaled speed and accuracy help you make the right investment decisions. FINCAD’s powerful analytics provide comprehensive asset class coverage including: Interest Rates, Fixed Income, FX, Equities, Inflation, MBS, Commodities and Structured Credit.

How You Benefit

  • Generate Better Returns:  With unmatched speed, F3 generates more accurate pricing, valuation and risk calculations, enabling improved trading and hedging decisions—better decisions lead to superior returns
  • Improve Consistency and Collaboration: Front and middle offices are armed with a consistent, enterprise-wide view of valuation and risk results; models can be shared centrally
  • Accurately Value Derivatives: Use advanced OIS/CSA discounting and CVA for easily valuing derivatives instruments
  • Monitor Portfolio Performance: F3’s powerful reporting functionality fosters transparency and fuels improved decision-making

Key Features

  • F3 to Excel integration: Use this functionality to help reduce trading losses, increase collaboration, and simplify model validation
  • Consistent Valuation and Risk Calculations and Reports: Comprehensive reports include: what-if/scenario analysis, cash flows, sensitivities, mark-to-market, P&L, P&L attribution, rate reset and trade audit
  • Coverage for Negative Rates: Accurately price, value, and manage the risk of interest rates derivatives impacted by negative rates
  • Audit Trail: F3 enables you to leave a proper audit trail to build trust across the organization, satisfy regulators and provide analytical integrity 

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

Custom Demo

Request a Demo

Request a custom demo of FINCAD software and solutions today.


F3 Video

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


F3 Brochure

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


OIS Curve Building

Watch the on-demand webinar to learn more about advanced OIS Curve Building.