Analytics Solutions
Access powerful solutions that simplify your business.
FINCAD’s industry-leading solutions address the needs of financial institutions and corporations ranging from the valuation of cash and derivatives to solving LDI challenges, valuing mortgage-backed securities, and assessing the accounting effectiveness of their hedges. FINCAD solutions are designed to take the complexity out of your life. We offer our clients greater configurability, flexibility and understanding than out of the box solutions. In addition, our deep bench of quants and financial engineers are available to provide you with as much or as little technical support as you need.
Our solutions are available as either on-premises installed software or hosted in FINCAD’s secure cloud environment. In the latter case, they are easily accessed via secure API’s. Clients also have the option to use Excel to interact with our solutions.
VALUATION OFFERINGS
Our easy-to-use offering for valuing derivatives and fixed income instruments is fully transparent, accurate and auditable.
Users can access our cloud hosted valuation API from anywhere. FINCAD takes care of all hardware resourcing and scaling, to allow for near real-time response times, as well as handling of even the most complex valuation requests. All instruments covered by our on-premise offerings can also be valued on the cloud. Analytics include valuation at the
instrument and portfolio levels, sensitivities (greeks), cashflows and scenarios.
At the core of a good valuation solution is the underlying market data. FINCAD provides both integrated market data, and allows users to “bring their own” market data.
All our offerings are monitored 24x7. With security and compliance in mind, FINCAD’s cloud services are SOC 1 and SOC 2 certified.
TOOLS FOR YOUR UNIQUE CHALLENGES
FINCAD analytics are used by clients around the globe to help address specific business needs, like for example liability-driven investing (LDI) and pricing mortgage-backed securities (MBS).
With our LDI solution, you get a consistent set of assumptions and models, accurate valuation, and flexible curve-building, which you can use to manage asset-liability
risk on-demand and make informed hedging decisions with confidence. FINCAD’s solution for MBS provides you with a complete framework for modeling and analyzing your MBS portfolios with consistency and precision. Learn more:
HEDGE ACCOUNTING
FINCAD’s Hedge Accounting Insight (HAI) service addresses the complexity of hedge accounting, enabling you to calculate all your hedges in one place.
Our automated, web-based hedge accounting solution helps you spend less time valuing hedges in spreadsheets, so you can focus on your core responsibilities. An easy to use interface means you won’t need to devote time to learning a new and complex system.
Models are thoroughly documented, and regularly updated to reflect the latest
accounting requirements and market changes such as the transition to the new alternative risk-free rates (ARR’s). Results can be easily exported to Excel or as CSV and PDF files, depending on your preference.
You’ll also be able to minimize hedge effectiveness risk, by accessing key metrics for each of your hedged instruments and their associated derivatives. Learn more:
CALCULATING XVA
Calculating xVA is complex and computationally expensive, involving Monte-Carlo simulations, often of large portfolios. So why not let the domain experts at FINCAD handle it for you? Whether you are looking to embed our analytics within your infrastructure or want to call a cloud service and let us handle all soft- and hard-ware infrastructure including monitoring and security, we have you covered.
At FINCAD, we have tailored our world-class pricing and risk analytics library to perform
precise xVA calculations of multi-asset portfolios.
As one example, we have recently been assisting Japanese financial institutions in meeting emerging requirements around CVA. Our powerful CVA accounting service, helps you evaluate, account for and report CVA. With market standard calculations and simulations, CVA reports can be generated either monthly or quarterly to meet your disclosure requirements.
