Next Generation Valuation and Risk for Multi-Asset Derivative and Fixed Income Portfolios

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.

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 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.

Video

F3 Video

The next generation of powerful valuation and risk solutions 

Brochure

F3 Brochure

Next generation valuation and risk for multi-asset derivatives and fixed income portfolios. 

Case Study

Case Study - Zanders

Learn how Zanders delivered an effective CVA/DVA service using F3. 

On Demand Webinar

Upgrading Valuation and Risk Systems

Learn 5 important questions to ask when upgrading your valuation and risk technology. 

Custom Demo

Request a Demo

Request a custom demo of FINCAD software and solutions today.