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I am excited to announce the launch of our latest version of F3, FINCAD’s next generation valuation and risk solution. The new enhancements include advanced scenario analysis capabilities and a more flexible reporting framework, enabling improved portfolio and risk management decisions—the kind of decisions that drive superior investment returns. The latest enhancements build on a series of

Once a financial institution has selected a third-party valuation and risk system, they are faced with the often challenging question of how to implement the solution. A natural choice for some firms is to leverage their own internal IT and quant teams to configure and integrate the system themselves. Some view this as a good way to keep control over costs and be able to customize the solution to

In 2016, our team here at FINCAD wrote numerous articles aimed at helping you navigate through a challenging market and regulatory landscape. Over the course of the year, we took on many pressing industry topics including the impact of negative interest rates, changes in OTC derivative regulation, and best practices for valuation adjustments – to name a few. In case you missed any of these, here

Delta is by far the most important Greek letter when portfolios of derivatives are being managed. It measures the sensitivity of the value of a portfolio to small changes in the value of the underlying asset. Delta can be adjusted in a straightforward way by trading the underlying asset. Option traders are subject to delta limits and must usually ensure that their delta exposure is within these

In this low interest-rate environment, many buy-side firms are looking to improve investment returns with more sophisticated trading strategies that call for modern valuation and risk systems. But, with numerous options in the marketplace, how do you know which system is best for your firm? This was the topic of our recent webinar, 5 Top Questions to Ask When Upgrading Your Valuation and Risk