Technology

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

Transparency

For Compliance and Competitive Advantage

>With F3 Platform, reduce effort for model validation and satisfy the requirements of auditors, regulators, investors, and other stakeholders.

F3 Platform captures all data used in valuation and risk analysis with a full audit trail and attribution. All trade, model, market, and result data can be tagged and stored in F3 Platform’s relational database—simplifying forensic inspection of analytics and providing benchmarking for model validation.

Data storage is improved by tagging for all data objects, which simplifies mapping to instrument classification schemes, adds complete flexibility for trade grouping, enables workflow tracking, and removes the need for high-maintenance customized schemas. The Storage Service is compatible with most enterprise-grade relational databases including Oracle 11®, Microsoft SQL Server®, and MySQL®.

Analytical integrity and a comprehensive audit trail help achieve a high degree of trust and transparency throughout the organization. Each model’s assumptions and dependencies are managed centrally and consistently, enabling transparency and a full understanding of modeling interdependencies and relationships.

White Paper

Top 10 Best Practices for Managing Model Risk

With the increasing complexity of financial transactions, the reliance on models has played a larger role, and the risks are greater. Learn how to establish an effective model validation process.

Brochure

F3 Brochure

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

Technical Sheet

Consistent Market Model

The Model contains market data quotes and it manages the fitting of any curves, surfaces and processes to the market data.