Precision Portfolio and Risk Management
Top-performing multi-strat and global macro hedge funds require superior analytics to stay ahead of the market. But often, inflexible systems and analytics hold you back and make it difficult to make optimal investment decisions.
F3 is a next generation valuation and risk system that delivers the analytics necessary for precision portfolio and risk management. F3 provides 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 pertaining to EMIR and Dodd-Frank 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
- Advanced Modular Framework: Modular objects are added together to create virtually any product, and a simple scripting language defines custom structures; gain 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
- 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