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Liability-driven Investing

Control every asset and liability with a full view of risk

FINCAD F3 is a single coherent platform that gives you complete control over the way you handle assets and liabilities in your LDI strategy. F3 provides a consistent set of assumptions and models, accurate valuation, and flexible curve-building to help you manage asset-liability risk on-demand and make informed hedging decisions with confidence.

Always be ahead of risk.

Full Coverage 

F3 offers different ways to model asset and liability products based on complexity, from linear to more structured instruments. We handle all liability types, including fixed liabilities, inflation-linked liabilities, LPI and liabilities linked to any index with optionality.
 

Complete Analytics

F3 equips you with comprehensive analytics for managing all your assets and liabilities including valuations, cash flow and liquidity analysis, and risk analysis such as aggregated interest rate risk, duration risk, inflation risk, credit risk and value at risk (VaR).

Powerful Scenario Analysis

F3 lets you perform fine-grained scenario analysis and define custom scenarios quickly and easily.

What-If Trade Impact Analysis

Easily generate what-if scenarios either by using different trade states or by using custom portfolios that can be created across all F3 applications. 

Custom Data Integration 

FINCAD F3 not only helps you calculate a wide range of analytics, but also enables you to integrate internal or third-party data. A large range of data types can be integrated, such as custom trade classifications, issuer level exposure, limits on book level and much more. 

LDI Optimisers

FINCAD F3 easily integrates a range of LDI optimisers, from simple to complex. You can also use Python's flexible development environment to quickly set up any LDI optimiser on the fly.

Learn how we integrate Python

Flexible Curve-Building

Get unmatched flexibility for curve construction. F3 offers coverage for standard discount and forward curves, bond funding curves and regulatory curves. The possibilities are endless.

With the holistic F3 solution in place, we offer enhanced credibility, better investment management, and ultimately better performance for our portfolios.

Paramesan Mathen, Institutional Solutions, Ashburton Investments
Case Study
Ashburton Investments
With an F3 solution in place, Ashburton Investments offers enhanced credibility, better investment management, and ultimately better performance for their portfolios.

Explore resources

Blog post
Optimizing Technology for Liability-Driven Investing
Blog post
Liability-Driven Investing (LDI): Adapting to Today’s Complex Market Environment
Brochure
LDI Technical Brochure

Strengthen your LDI strategy with FINCAD's unmatched risk analytics.