Portfolio Management

SOLUTIONS

Integrated Multi-Asset Portfolio and Risk Management

Maximize your returns

To improve investment returns, firms are using more complex strategies, instruments, and asset classes. To accomplish these goals, you need a sophisticated, multi-asset-class valuation and risk solution.

F3 enables better portfolio management and hedging decisions with accurate on-demand valuation and risk reports in the intuitive F3 WorkStation application.

Standard reports include: What-if analysis, Greeks and sensitivities, Mark-to-market, P&L attribution, Cash flows, Scenario analysis and VaR

Features Benefits
Industry standard models and curves can be easily customized to reflect your precise market view, and patented Universal Algorithmic Differentiation (UAD) speeds up calculations by up to 1000x Fast, accurate pricing, valuation, Greeks and sensitivities enable more active portfolio management and hedging
Comprehensive on-demand analytics for pre-trade pricing and post-trade portfolio management Improve trading and hedging decisions with more accurate and timely trade and portfolio analytics
Use F3 WorkStation, an intuitive web interface, Excel or your in-house application Use the front end that is best suited to your needs and workflow

Universal Algorithmic Differentiation provides deltas incredibly quickly and accurately with respect to every quote.

Portfolio Manager, Rates and Derivatives, Pension Insurance Corporation

Whitepaper: Risk as a Competitive Advantage

Whitepaper: Risk as a Competitive Advantage

This paper outlines the “Five Pillars” that define the core of today’s top risk systems.

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Video

F3 Video

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