Derivatives Solutions for Auditors

Valuation

Current Instrument support includes:

  • Fair Value Insight™ uses FINCAD’s comprehensive industry standard analytics library, making instrument coverage easily extendable.
  • Interest rate derivatives: FRAs, swaps, including vanilla, amortizing, basis, cross currency, swaptions, caps and floors
  • Foreign Exchange: forwards, options
  • Commodities: forwards, options, forward and option strips
  • Ability to value trades as of today or any date in the past back to December 31, 1999.

Coverage can be extended to include more complex instruments. Please contact us for more information.

More than just Analytics

Auditing the valuation of derivatives requires more than just analytics. To provide a comprehensive solution Fair Value Insight fulfills key requirements in a number of mission critical categories:

Scalable System Solution

Lower total cost of acquisition and operation because:

  • No software distribution is required initially or for maintenance releases
  • No separate market data distribution is necessary at any time
  • Work quality is controlled by both the system design itself and the fact that all work can be inspected, real-time, by centralized specialists who have appropriate access rights to the system

Security

  • Authentication that limits access to approved users
  • Encryption of data transmitted over the network
  • Access controls and access logs
  • Detailed security and activity log tracking for all data changes
  • Centralized data storage to eliminate client data from laptops or mobile computers

Data Control & Management

Market Data

  • Daily market data is cleaned, scrubbed, and validated by FINCAD
  • Historical data for many data sets is available back to Dec. 31, 1999

Usability

  • Integrated Help, including analytics specifications and valuation methodology
  • Explanations are included in context sensitive help pages
  • End user training time and cost minimized
  • Interface tested and assessed by leading independent usability consultants

Support & Training

Fair Value Insight™ is fully supported by the FINCAD Client Services Team who can help users learn how to use the system and answer general questions about valuations and market data

 

Download the Fair Value Insight brochure (348K PDF)

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