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
- 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