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.

Drive Your Business Forward
Teams focused on derivatives and fixed-income instruments rely on financial analytics technology to drive their business. But often disparate systems and analytics prevent you from obtaining accurate valuations of derivatives instruments, and gaining a unified picture of risk. This makes it difficult for you to make optimal trading and hedging decisions.

 

Whether you are working in risk, technology, trading or support, FINCAD brings you the financial analytics and clarity you need to drive your business forward. 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
  • Gain 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: Address regulatory challenges with full transparency into all models, data, intermediate calculations, and assumptions; validated models and analytics are tested in the marketplace 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; get fine-grained model calibration and powerful curve construction for OIS curve-building
  • 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
  • Valuation Adjustments: F3 provides the unique ability to compute xVA on any derivative type; including high-performance portfolio-level CVA
  • 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. 

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

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F3 Brochure

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

Case Study

Large European Bank

Large European Bank opts for F3, enhancing CVA accuracy and flexibility 

Custom Demo

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Request a custom demo of FINCAD software and solutions today.