About FINCAD

With deep market understanding, a client-centered business approach, and unmatched engineering expertise, FINCAD is uniquely positioned to lead the market in enterprise risk and valuation technology.

Fast + Flexible = Superior Risk Analytics

In this TABB Forum video interview, Tony Webb, Director of Analytics at FINCAD discusses how the need for fast risk analytics to enhance trading performance is putting increasing pressure on existing risk systems.

The custom-built risk models that were developed for individual asset classes or specific instruments are unable to provide the flexibility and speed required by today’s portfolio managers, traders, quants, and risk managers. A more up-to-date approach uses a flexible hybrid modeling framework that takes into account the dynamics and correlations between multiple asset classes, thus allowing a firm to quickly build new models, value complex trades and portfolios, and test various assumptions about underlying risk factors. In addition, embedding algorithmic differentiation into the framework significantly improves performance and accuracy over traditional “bumping”. In this video interview, Tony Webb, Director of Analytics at FINCAD, and TABB Group analyst Shagun Bali discuss how hybrid modeling and algorithmic differentiation can speed risk modeling and valuation calculations, and cover some typical use cases, such as xVA.

About the author

Rob Garfield's picture

Rob Garfield

Head of Product Marketing and Corporate Communications, FINCAD

A key member of FINCAD's marketing team, Rob is responsible for product and content marketing , messaging, sales enablement, market intelligence and corporate communications. Rob has deep marketing and business development experience in financial information and technology,and prior to joining FINCAD, was Global Head of Equities Marketing at Thomson Reuters. Rob has also held senior marketing and product roles at SunGard, NYMEX, and earlier in his career, traded energy derivatives at Morgan Stanley.

Video

F3 Video

The next generation of powerful valuation and risk solutions is here.

Brochure

F3 Brochure

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

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