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.

The Tools You Need to Drive Alpha

As an institutional asset manager, you need sophisticated financial analytics to manage your portfolios and understand where risk lies. But often inflexible or inadequate technology prevents you from gaining a complete view of risk, thereby making it difficult for you to make optimal business decisions. 

F3 offers the analytics tools you need to make informed investment and risk management decisions. The solution provides accurate pricing of multi-asset multi-currency derivatives and fixed income instruments. F3 delivers the flexibility and control needed by the most demanding quantitative teams, the speed and accuracy needed by portfolio managers and traders, and the comprehensive reporting and analysis needed by risk managers. Plus, all teams are aligned with a consistent, enterprise-wide view of modeling, valuation, and risk results.

How You Benefit

  • Generate More Alpha: Rapid model development enables your firm to quickly take advantage of new trading opportunities
  • Secure 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
  • Gain Comprehensive Risk Analysis: Powerful stress-testing across different market environments, enables risk management of portfolios or trade-level exposures
  • Enjoy More Flexibility and Control: Quickly and easily build models and curves on the fly that reflect your market view and enable you to seize profitable trading opportunities
  • Improve Hedging Decisions: Detailed hedging analytics enable you to gain dynamic risk management of portfolios in a unified framework
  • Increase Transparency: Get full transparency into all models, data, intermediate calculations, and assumptions; validated models and analytics are tested in the market place and trusted by financial institutions globally

Key Features

  • Advanced Modular Framework: Modular objects are added together to create virtually any product, and a simple scripting language defines custom structures
  • Scenarios, Stress Testing, and VaR: Performance and P&L attribution, scenario analysis, powerful stress testing across market environments, real-time sensitivities and VaR enable comprehensive analysis of portfolio risk
  • Near Instantaneous Greeks and Sensitivities: FINCAD’s Universal Algorithmic Differentiation® (UAD) technique speeds up Greeks and sensitivities calculations by orders of magnitude over bumping
  • Scalability: F3 is a scalable, distributed enterprise valuation and risk system for scaling complex and large computation requests.
  • Implementation and Ongoing Support: FINCAD Professional Services ensures your solution will be customized to your needs and operational in minimal time; clients also have the option to outsource software development and configuration to FINCAD

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.

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

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

Case Study

Aberdeen Asset Management Case Study

Aberdeen Asset Management PLC leverages F3's flexible architecture to value exotic instruments.