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A fiercely competitive landscape means that financial organizations need to move fast on any range of promising investment opportunities. To do this successfully, firms must have flexible and powerful portfolio and risk technology that enables them to rapidly model, price and trade even the most complex instruments. Below are examples of four leading firms, from varying backgrounds, that are using

For most financial organizations, using traditional finite difference methods (also known as “bump and grind” or “bumping”) to calculate greeks and other sensitivities is the status quo. Unfortunately, the downfall with bumping is that typically firms cannot afford to bump every quote in their portfolio. Thus they are forced to rely on intuition when deciding which limited set of bumps to make

Those working to generate alpha in the current environment need to be able to identify and capture opportunities—wherever they are available. For this reason, technology that enables financial institutions to model market currency rates is becoming a business imperative. The reality is that being able to quickly adjust your curves and models to reflect new market dynamics is critical to

There is no question about it. Now is a very exciting time to be working at FINCAD. We recently announced several ground-breaking enhancements to FINCAD F3, which have transformed it into a comprehensive portfolio and risk management solution for buy side firms. This transformation was achieved by combining powerful portfolio and risk management capabilities and an intuitive web interface, on top

There is no doubt that the growing complexity of financial transactions has dramatically increased firms reliance on models. In turn, the risks that arise from improper model use have also escalated. Below we’ll explore five critical best practices that will help you get a better handle on model risk. Whether your models are developed and maintained in-house, or managed externally by third-party