Resources

FINCAD offers the most transparent solutions in the industry, providing extensive documentation with every product. This is complemented by an extensive library of white papers, articles and case studies.

Resource Library (Old)

Browse our selection of industry-leading white papers, case studies, videos, webinars and thought-leadership articles.

Featured Content

FINCAD’s Jonathan Rosen, PhD, explains why SONIA has the right properties to replace Libor and potentially be an even better benchmark rate. 
 

FINCAD’s Christian Kahl, PhD, explains how using the popular programming language, Python, makes data science more accessible for hedge funds and other financial institutions. 

FINCAD's Christian Kahl, PhD and Kate Morgenstern discuss five of the major challenges of the Libor transition and the role that technology will play in affording financial firms a seamless transition. 

Discover how NWB Bank improved valuation accuracy and gained utmost flexibility for quickly adding new client services.
 

This special report, sponsored by FINCAD, offers the perspectives of several industry leaders on the impact of Libor discontinuation. 

FINCAD F3 drives competitive advantage with the Five Pillars of risk management that define the core of today’s top risk systems.

This paper focuses on FINCAD's patented approach to analytic first-order risk. The approach, Universal Algorithmic Differentiation™, exhibits a number of order-of-magnitude advantages over bumping.

“FINCAD Analytics Suite is comprehensive, but at the same time easy to use.”

“The speed of calculations is remarkably fast — particularly when performing complex valuation adjustments.”

Although the valuation process ultimately depends on your portfolio holdings (more exotic issues may require more documented reasoning for valuations), there are steps you can take to increase reliability and decrease valuation risks. In this whitepaper, seven simple and practical steps are outlined and discussed.

CABEI needed to migrate from FINCAD Analytics Suite to acquire robust CVA functionality, reduce operational risk and bridge gaps in valuation of structured trades. CABEI recognized that, after growing their business with FINCAD Analytics Suite for almost 7 years, their needs had evolved and their analytics needed to evolve with them.

The UK's largest consolidator of closed life assurance funds (68.6B) uses F3 for Asset Liability Management.

With the increasing complexity of financial transactions, the reliance on models has played a larger role, and the risks that arise from improper use have escalated. Not only does resource allocation become an issue, but significant financial losses can result from relying on models without a proper validation process in place.

Dr. Mark Gibbs, Chief Software Architect and Dr. Russell Goyder, Director of Quantitative Research, provide an in-depth look at the ideas that form the basis of modern curve-building and the challenges that brought about the need for change.

Webinar

OIS Curve Building

Watch the on-demand webinar to learn more about advanced OIS Curve Building.