Derivatives Solutions for Banks
As a banking professional, we understand that you are looking for analytics tools that provide you with the power and flexibility to increase profits while reducing risk.
Whether you are a derivatives trader, a risk manager, a treasury officer or any position dealing in derivatives, our industry standard analytics can become your indispensible tool.
» For the latest trial version or a customized demonstration of FINCAD Analytics, contact a FINCAD Representative.
FINCAD Analytics Suite
Banks use FINCAD Analytics Suite to:
- Value or price derivatives
- Measure counterparty exposure and risk
- Perform scenario analysis and stress testing
- Comply with regulatory requirements (i.e. FAS 157, 133, IAS 39)
- Confirm dealer pricing
- Benchmark against other systems
Benefits for you:
- Affordable - best value in the market
- Easy-to-use excel based tool
- Powerful derivatives valuation with over 200 professionally-designed workbooks and 1,600 functions
- Full transparency with comprehensive documentation on math and function references, calculation methodology and formulas.
Extensive Cross-Asset Coverage
| Fixed Income | Interest Rate | Equity |
| Money Market
Non-callable Bonds Callable/Puttable Bonds Bond forwards, futures, & options Bond Portfolios CMS Structures Structured Notes Government and Corporate Bonds Credit Spread Analysis See All Fixed Income Coverage |
Accrual Swaps
Caps/Floors Vanilla/Amortizing Swaps Basis Swaps Swaptions Credit Exposure Credit Value Adjustment Variance and Volatility Swaps Volatility bootstrapping See All Interest Rate Coverage |
Asian Options
Barrier Options Multi-Asset Spread Vanilla Index Portfolio Forwards/futures Variance/Volatility Swaps See All Equity Coverage |
| Foreign Exchange | Commodities | Credit |
| Asian Options
Average/Deferred Strike Barrier Options Multi-Asset Vanilla Lookback Spread Variance/Volatility Swaps Variance Options See All FX Coverage |
Asian Options
Barrier Options Multi-asset Spread Binary Mountain Range Swaps, swaptions Variance/ Volatility Swaps Forwards/Futures See All Commodities Coverage |
Asset Swaps
Collateralized Debt Obligation Credit Default Swaps Basket CDS Credit Linked Notes Recovery Rate Swap Default Probability Estimation Hazard Rate Curve Credit Spread Options & Forwards See All Credit Coverage |
Industry Standard Financial Analytics Models & Calculation Methods
- Black Scholes Model
- Stochastic Volatility Model - Heston, SABR
- Local Volatility Model
- Binomial Model
- Monte Carlo Method
- Gaussian Copula Model
- LIBOR Market Model
See All Models and Calculation Methods
