FINCAD's award-winning technology is designed to provide valuation and risk that supports a range of data formats and integration methods. FINCAD analytics are fundamental quantitative tools for a wide range of activities, including: OTC derivative valuation, structuring, trading, reporting, risk measurement, regulatory compliance, collateral management, asset liability management and model validation.
With FINCAD's fast, accurate, flexible, transparent and holistic analytics, you can:
- Accurately value derivatives using advanced OIS/CSA discounting and CVA
- Dynamically monitor and risk manage multi-asset, multi-currency portfolios of vanillas, exotics, hybrids, and structured products
- Obtain on-demand risk and exposure information with Universal Algorithmic Differentiation™ for dynamic decision-making and risk reporting
- Improve profitability & trading decision-making
- Run user-defined scenarios and stress tests
- Increase transparency with industry-leading financial models & calculation results that are fully documented
Advanced Curve-Building Technology
The cornerstone of valuation is curve-building. FINCAD offers best-of-breed analytics by with proprietary curve-building technology. This highly flexible framework is self-consistent, and supports multiple curves and currencies. It enables you to efficiently build curves from any market instrument using a variety of discounting models, including OIS, multi-currency CSA, Libor + funding spread.
FINCAD valuation and risk solutions are used by a wide array of industry segments including asset managers, banks, hedge funds, insurers and pension funds.