Technology

F3 delivers comprehensive, highly flexible, and scalable solutions for pricing, valuation, and risk challenges across the enterprise.

F3 Platform Overview

Enterprise Valuation and Risk Platform

At the core of our Enterprise Valuation and Risk Platform, is F3 Platform, our high performance analytics platform with optimal architecture for fast, accurate, flexible, transparent, and holistic valuation and risk management of multi-asset, multi-currency derivative portfolios. This architecture underpins the 9 core features of an effective Enterprise Valuation and Risk Platform.

F3 Platform is designed with a deep and intuitive understanding of the valuation and risk of derivative securities and provides a full range of risk measures for vanilla trades, as well as exotic, hybrid, and structured portfolios. In addition, patented architecture delivers consistent enterprise-wide valuation and risk together with full transparency.

From departmental to enterprise-wide deployments, F3 Platform delivers fast and accurate valuation and risk. Deploying F3 technology within your firm allows you to realize a powerful array of business benefits:

Speed

Patented Universal Algorithmic Differentiation™ provides analytic first-order sensitivities to calculate exact exposures nearly instantaneously.  F3 Platform’s scalable architecture is designed to perform computationally intensive and complex calculations with the lowest possible latency.

Accuracy

Data and assumptions are managed consistently, enabling centralized decision-making and enforcing arbitrage-free calculation for the most accurate portfolio valuation, pricing, and risk. Patented Universal Algorithmic Differentiation™ delivers analytic first-order sensitivities for accurate hedging of exposure to every portfolio quote.

Flexibility

F3’s modular building block design delivers comprehensive coverage and results in flexible integration, rapid time-to market, and a future-proof solution that adapts to changing business needs. Model nearly any instrument or portfolio, whether vanilla, exotic, hybrid, or structured. 

Transparency

A comprehensive audit trail and transparency in all analytics assumptions help achieve a high degree of trust with internal and external stakeholders. F3 functionality is fully documented and modeling assumptions and interdependencies are both listed explicitly and available for forensic inspection.

A Holisitic Approach

Consistent models and assumptions create an arbitrage-free view of the markets and an un-siloed view of risk across the enterprise.

Video

The Only EVRP

F3 Platform drives competitive advantage with the Five Pillars of risk management that define the core of today’s top risk systems.

Brochure

F3 Brochure

Portfolio valuation and risk analytics for multi-asset derivatives and fixed income.