Media centre

To realize the advantages of a risk-weighted world, buy-side firms are now building a risk foundation that is flexible, open to integration and customizable. This FINCAD-sponsored article discusses this and other buy-side risk trends, referencing new research from Greenwich Associates. Read more

Vancouver-based FINCAD has released the latest iteration of its F3 offering, featuring new risk calculation capabilities and stronger data integration. James Church, vice president of product management and R&D for FINCAD, tells Waters that this iteration of F3 includes more robust value-at-risk (VaR) calculation capabilities that include scalable calculation engines.

Banks are making a dash for faster methods to calculate derivatives prices, in a move that may presage the return of exotic derivatives that have disappeared since the financial crisis. Many of the complex and multi-layered derivatives sold before 2007 are no longer economic because of the need to factor in the cost of funding, collateral, counterparty risk and regulatory capital.

It’s a common conundrum. Tech leaders at financial organizations often grapple with the decision of whether to build trading and risk systems in-house, or turn to vendors with off-the-shelf products that meet their requirements. Traditionally, tier one sell-side institutions–the ones with access to the largest IT budgets–have opted to build technology internally to maintain full control over their

FINCAD named Parisa Golbayani the recipient of its 2016 Women in Finance Scholarship. Golbayani will receive $10,000 to apply towards pursuing her PhD in Financial Engineering at the Stevens Institute of Technology. FINCAD's annual scholarship program is aimed at encouraging and supporting exceptional women in finance, particularly in the areas of derivatives and financial risk management. This