Technology

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

F3 Platform Features

Enterprise Valuation and Risk Platform

F3 Platform’s optimal architecture embodies the 9 core features of an effective Enterprise Valuation and Risk Platform. F3 Platform is powered by F3 technology to facilitate generic trade and modeling representation, sub-component reuse, and separation of concepts. This design addresses the complexity posed by the nature of modern pricing and risk challenges and drives competitive advantage for its users. It lays the foundation for an advanced analytics platform, comprising these important elements:

Trade representation is based on a small number of fundamental building blocks that cover the entire derivative and fixed income trade universe, giving unparalleled flexibility, consistency, and reliability.

Models are centrally managed, self-consistent, highly efficient, and both scalable and flexible, producing accurate valuation and risk across desks, business units, and the enterprise.

Analytics for the most complex multi-asset, multi-currency portfolios and hybrids are fully supported without research, software development, or compromising with simplified models.

FINCAD’s Universal Algorithmic Differentiation™ calculates the exact sensitivity (deltas/greeks) of any portfolio to every market quote in real time, without bumping, for any model and for any valuation methodology.

F3 supports the full range of risk measures in common use today for comprehensive coverage of risk calculations, with no constraint on portfolio constituents.

F3 enables you to scale your valuation and risk workflow from the desktop, to business units, to the enterprise, incrementally and as it makes sense for your organization.

F3 provides unparalleled analytics transparency for compliance and competitive advantage. Assumptions and dependencies are managed centrally and consistently, enabling full understanding of value and risk.

F3 supports all aspects of the risk management workflow for pre-trade, trading, and post-trade analytics as a highly scalable analytics service or as a technology platform with data management services.

F3 Platform manages calculation decomposition and distribution and provides line-of-business system and application integration through industry-standard web services APIs.

White Paper

Optimal Architecture for Modern Analytics Platforms

Considerations, constraints and conceptual structure that must form the foundation of any analytics platform.

Case Study

The Phoenix Group

Speed and accuracy to run scenarios and evaluate the best way of calculating capital, subject to Solvency II constraints.