F3

Next Generation Valuation and Risk for Multi-Asset Derivative and Fixed Income Portfolios

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.

F3: Next Generation Valuation and Risk
F3 is an advanced enterprise solution for modeling, pricing, valuation, and risk management of complex multi-asset derivative and fixed income portolios. 

 

F3 delivers the flexibility and control needed by the most demanding quantitative teams, the speed and accuracy needed by portfolio managers and traders, the comprehensive reporting and analysis needed by risk managers, and the enterprise-ready, high performance architecture demanded by IT managers. Plus, all teams are aligned with a consistent, enterprise-wide view of modeling, valuation, and risk results.

How You Benefit

  • Generate Better Returns: With unmatched speed, F3 generates more accurate pricing, valuation and risk calculations of derivatives, including those impacted by negative rates, helping you improve trading and hedging decisions for better returns
  • Exploit New Trading Opportunities: Trade quickly and confidently in new instruments, currencies, geographies and asset classes
  • Improve Portfolio Performance: Proactively monitor and manage your portfolios with intuitive dashboards and on demand risk reports
  • Get Real-time Risk: Get an accurate, real-time view of sensitivities and exposure for better trading and hedging decisions
  • Easily Calculate Valuation Adjustments: Calculate CVA/xVA quickly and accurately for any trade or portfolio 

Key Features

  • Advanced Modular Framework: Quickly and accurately price instruments from vanilla to exotic, including hybrids and structured products
  • Flexible Modelling: Easily build models and curves that precisely reflect your market view
  • Near Instantaneous Greeks and Sensitivities: FINCAD’s Universal Algorithmic Differentiation® (UAD) technique speeds up risk calculations by orders of magnitude over bumping
  • Consistent Valuation and Risk Calculations and Reports: Comprehensive reports include: what-if/scenario analysis, cash flows, sensitivities, mark-to-market, P&L, P&L attribution, rate reset and trade audit
  • 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

F3 provides multi-asset coverage for:

  • Interest Rates
  • FX Equities
  • Mortgage-backed Securities (MBS)
  • Fixed Income
  • Inflation
  • Commodities
  • Structured Credit

Contact us to learn more, or request a custom demo.

Custom Demo

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Request a custom demo of FINCAD software and solutions today.

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The next generation of powerful valuation and risk solutions