Life Insurers

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.

Make Better Investment Decisions
As a life insurer, it is important to have financial analytics that are dependable and that can be tailored to your organization’s specific needs. But you may be held back by inflexible systems or outdated analytics that prevent you from proactively tracking the performance of portfolios. This compromises your ability to respond quickly to changing market conditions, and make optimal investment decisions.

 

F3 provides you with a single, unified system for the accurate evaluation of assets and liabilities, and the flexibility to build and validate risk, hedging and investment strategies on the fly across equities, credit, inflation and rates. The solution provides accurate pricing of multi-asset multi-currency derivatives and helps you handle negative rates. 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             

  • 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 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
  • Better Manage Regulatory Capital: Effective management of regulatory capital and optimization of balance sheet usage enables better deployment of capital to help you improve returns
  • Get a Better Handle on Risk: Risk-based scenarios and a comprehensive scenario engine help you better understand your risk profile in different market environments.
  • Conquer Negative Rates: Gain the ability to use par rates and zero rates conventions for managing both assets and liabilities
  • 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
  • Comprehensive Insurance Analysis: Key risk outputs include hedging notional required to hedge away risk exposures attributed at the trade, instrument or portfolio level, offering the highest level of granularity
  • 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. 

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.

Case Study

Arca Vita Case Study

Learn how insurer, Arca Vita, improved ALM and scenario analysis with FINCAD.   

Custom Demo

Request a Demo

Request a custom demo of FINCAD software and solutions today.