Portfolio Management and Trading

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.

Generate Better Returns

In the search for better investment returns, buy-side firms are increasingly trading more complex products and exploring new and dynamic trading strategies. To help your firm accomplish these goals, you, the trader or portfolio manager, need access to sophisticated, multi-asset-class valuation and risk analytics.

F3 enables you to rapidly and accurately price any instrument, and allows you to easily add new instruments, currencies and asset classes. Such functionality will empower you to quickly put winning strategies into action, enabling you to capture superior returns.

How You Benefit

  • Generate Better Returns: With unmatched speed, F3 generates more accurate pricing, valuation and risk calculations, helping you improve trading and hedging decisions for better returns
  • Exploit New Trading Opportunities: Trade quickly and confidently in new instruments, currencies, geographies and asset classes
  • Improve Portfolio Performance: Proactively monitor and manage your portfolios with intuitive dashboards and on demand risk reports
  • Get Real-time Risk: Get an accurate, real-time view of sensitivities and exposure for better trading and hedging decisions
  • Easily Calculate Valuation Adjustments: Calculate CVA/xVA quickly and accurately for any trade or portfolio 

Key Features

  • Near Instantaneous Greeks and Sensitivities: FINCAD’s Universal Algorithmic Differentiation® (UAD) technique speeds up risk calculations by orders of magnitude over bumping
  • 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
  • Flexible Modeling: Easily build models and curves that precisely reflect your market view
  • Advanced Modular Framework: Quickly and accurately price instruments from vanilla to exotic, including hybrids and structured products
  • CVA/xVA Coverage: High performance CVA/xVA calculations for trades or portfolios are powered by FINCAD’s UAD

F3 provides multi-asset coverage for: 

  • Interest Rates 
  • FX Equities
  • Mortgage-backed Securities (MBS) 
  • Fixed Income
  • Inflation 
  • Commodities
  • Structured Credit

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.

Video

F3 Video

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

Brochure

F3 Brochure

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

eBook

UAD™ eBook

More robust market risk management, optimal deployment of capital, and, ultimately, greater profit.