Risk Management

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.

Don’t Just Monitor Performance. Drive it.

As a risk manager, you help your firm comply with rigorous financial regulations. However, keeping pace with regulation can be an arduous task if you do not have access to powerful reporting or intra-day risk numbers. Lacking key information can prevent you from not only leaving a proper audit trail, but also makes it more difficult for you to be proactive about risk management, therefore compromising your business decision-making.

F3 provides a transparent and integrated risk management solution that consistently aggregates risk across the firm. This enables you to be proactive about risk management, all while helping you meet regulatory demands. Intra-day metrics that cover everything from vanilla instruments through to complex products not only help you monitor performance, but truly drive it.

How You Benefit

  • Aggregate Risk: Aggregated risk measurement across the front and middle office enables optimal risk and regulatory capital management
  • Be Prepared for the Unexpected: Understand portfolio risk with a clear view of sensitivity to market scenarios and shocks
  • Proactively Manage Risk: Access intraday and on-demand risk reports for improved decision-making
  • Streamline Model Validation: Reduce effort for model validation and satisfy the requirements of auditors, regulators, investors, and other stakeholders with a transparent audit trail
  • Minimize Spreadsheet Risk: Share models, assumptions, and market and trade data across teams to reduce manual entry error

Key Features

  • Consistent Market Model: Centralized management of models, curves, data, and assumptions create an arbitrage-free view of the markets
  • Scenarios, Stress Testing, and VaR: Performance and P&L attribution, scenario analysis, stress testing, real-time sensitivities and VaR enable comprehensive analysis of portfolio risk
  • Transparency: Get full transparency into all models, data, intermediate calculations, and assumptions
  • Universal Algorithmic Differentiation® (UAD): FINCAD’s proprietary technique speeds up calculations by orders of magnitude over bumping

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.

Whitepaper

Risk as a Competitive Advantage

How to create competitive advantage with risk management using the 5 pillars