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Bringing you news, views and analysis since 2013
James Church

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FINCAD helps buy-side increase investment returns with advanced valuation and risk

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FINCAD, a provider of valuation and risk analytics for multi-asset, multi-currency portfolios, has added several key enhancements to F3, its object-oriented valuation and risk platform. 

These enhancements benefit buy-side firms searching for alpha in a low-yield environment and pursuing multi-asset, multi-currency strategies.
 
F3 now enables unprecedented front office productivity, faster and more efficient integration and enhanced analytics coverage. Using the new streamlined workflow, the front office can now trade new instruments and asset classes quickly and confidently – delivering unprecedented productivity, expanded investment opportunities, cost savings and rapid return on investment.
 
FINCAD’s F3 continues to make integration between F3 and existing systems easier. Powerful APIs and continued compatibility with clients’ proprietary models enable users to plug in their own valuation algorithms and ensure consistent models, data and fixings are used across the enterprise.
 
Pre-built modelling components in F3 provide depth of coverage for multi-currency, multi-asset strategies, now including MBS with static prepayment and LPI swaps. Additionally, a sophisticated diagnostics tool enables model validation in real-time through sophisticated visualisation and error tracing functionality.
 
F3’s new features highlight FINCAD’s commitment to making the most innovative technology available to its customers and the industry. To that extent, FINCAD today also announced a strategic partnership with famed derivatives experts John Hull, PhD, and Alan White, PhD, Professors of Derivatives and Risk Management at the University of Toronto’s Rotman School of Management.

“Over the past several years, OTC markets have undergone transformational change. A regulatory tsunami of new rules has changed the way firms measure and manage risk while sophisticated technology has accelerated the speed at which markets move, necessitating innovative tools to maintain a competitive edge,” says Hull. “FINCAD is at the forefront of technological innovation. Collaborating with them provides an important and timely platform to examine this evolution, disseminate important research and share opinions regarding the future of risk management and quantitative finance.”
 
This partnership will include regular commentary on key issues in derivatives, valuation and risk management, made available exclusively on the FINCAD blog.
 
“The ongoing evolution of F3 Platform continues to meet the needs of derivatives practitioners’ most complex valuation and risk analytics requirements,” says James Church (pictured), VP of Product and R&D at FINCAD. “We have always offered our clients the ability to make sense of this complexity using F3’s powerful valuation and risk analytics. By giving our clients tools and functionality typically only found in Tier 1 banks, they are able to minimise their resource expenditure and maximise the accessibility of F3’s advanced analytics to users across the front and middle office. To that extent, we are helping drive competitive advantage through accurate valuation, risk management and capital allocation as well as enabling a more informed and compliant marketplace.

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