Investment Management
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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 investment 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.