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Although more institutional investors benefit from netting their collateral obligations, many have not updated their hedging strategies to reflect their firm’s global approach to collateral. James Gavin, Senior Derivatives Analyst at FINCAD discusses how the standard risk-neutral valuation approach to pricing derivatives is changing slightly as an increasing number of firms start to include

On February 10, European Commissioner (EC) Jonathan Hill and US Commodity and Futures Trading Commission (CFTC) Chairman Timothy Massad, announced a common approach regarding the requirements of central clearing counterparties (CCPs). This marks an important step towards the overall harmonization of the cleared derivatives markets. Russell Goyder, PhD, Director of Quantitative R&D discusses how

John Hull and Alan White confirm FINCAD is at the forefront of technological innovation Vancouver – January 27, 2016 – FINCAD, the leading provider of valuation and risk analytics for multi-asset, multi-currency portfolios, today announced that it has added several key enhancements to F3, its powerful object-oriented valuation and risk platform. These enhancements benefit buy-side firms searching

James Church, VP of Product and R&D and Rob Garfield, Global Head of Product Marketing describe how new enhancements to F3 will allow buy-side firms to search for alpha in a low-yield environment, while also providing quantitative analytics for the market to those that have less of a quant background.