Resource Library

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

Whitepaper

SOFR and €STR Discounting: Forward Convexity from Discount-Rate Transition
SOFR and €STR have been deemed reliable replacements for Libor. However, challenges still exist, as the transition to these alternative rates will also necessitate changes to discounting. Read more
Video

SONIA - A Robust Libor Alternative: Video
FINCAD’s Jonathan Rosen, PhD, explains why SONIA has the right properties to replace Libor and potentially be an even better benchmark rate. Read more
Video

Python - Improving Data Science in Finance: Video
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. Read more
Video

The End of Libor: Video
FINCAD's Christian Kahl and Kate Morgenstern discuss the impending end of LIBOR, the implications for the Industry and need for new technology. Read more
Whitepaper

Technical Paper:How The End of Libor Will Impact Delta-1 Rates
The future of interest rate curves, pricing and risk models applied to Libor fallbacks for legacy trades based on the new family of interest rate benchmarks

The global financial industry is beginning to make preparations for the end of the London Inter-bank Offer Rate (Libor) by Jan 1, 2021. This event is certain to have a major impact on the industry and... Read more
Webinar

Mastering Negative Rates: Best Practices
In this webinar, speakers discuss the context for negative rates and the best approaches to modeling them. Read more
eBook

Turbocharge Your Valuation and Risk Technology eBook
Discover how to enhance performance and respond faster to market opportunities using flexible valuation and risk systems. Read more
Webinar

Developments in Buy-side Risk Technology
While buy-side technology budgets have leveled out, spending on risk and analytics platforms (aka RiskTech) is accelerating. In fact, Greenwich Associates research finds that three-quarters of investors are evaluating changes to their risk management platforms in the coming year.

In this on-demand webinar, Kevin McPartland of Greenwich Associates and FINCAD’s James... Read more
Case Study

Latin American Bank Case Study
Discover the remarkable results this multilateral bank achieved by taking risk reporting from once monthly to once daily. Read more
Whitepaper

Greenwich Associates Buy-Side Risk Technology Report
Learn the latest trends in buy-side risk technology backed by research from Greenwich Associates. Read more
Webinar

Derivative Valuation and Margin Calculations
In this webinar, hosted by Voltaire Advisors, speakers give insight into how firms can successfully manage changes introduced by SIMM. Read more
Video

FINCAD F3 - Modeling
Unprecedented front office productivity, faster and more efficient integration and enhanced analytics coverage are just a handful of benefits that F3 provides to buy-side firms with multi-asset, multi-currency strategies. Read more
Video

FINCAD F3 - Next Generation Valuation and Risk
The next generation of powerful valuation and risk solutions is here. FINCAD F3 helps quants, portfolio managers, traders, and risk managers to generate superior investment returns in an extremely challenging climate. Read more
Webinar

Turbocharge Your Valuation and Risk Technology
Listen in as FINCAD and a special guest from Greenwich Associates discuss how leading firms are using integrated analytics platforms to enhance performance. Read more
Webinar

How to Improve Analytics for Multi-Asset Derivatives and Fixed Income Portfolios (Spanish)
Discover how high-quality derivatives and fixed-income analytics are helping LATAM-based firms make better investment decisions. Read more
eBook

Upgrading Valuation and Risk Systems eBook
Selecting the valuation and risk system that fits your needs can be tricky. Here are five considerations that will help you make the right choice. Read more
Video

FINCAD F3: Driving Competitive Advantage
FINCAD F3 drives competitive advantage with the Five Pillars of risk management that define the core of today’s top risk systems. Read more
Webinar

The Buy Side Evolution: Moving to Multi-Asset
FINCAD and special guests from Greenwich Associates and Pension Insurance Corporation explore the impact of multi-asset strategies on buy side firms. Read more
eBook

Mortgage-Backed Securities (MBS) eBook
Learn valuable best practices for MBS modeling that will help you maintain a competitive advantage in this complex market. Read more
Webinar

LDI Investment Strategy
LDI Managers face a challenging market environment with low-returns and increased regulatory oversight. These factors make it difficult to generate solid returns and properly manage liability risk. Join FINCAD for an informational webinar highlighting key market challenges facing LDI managers and proven tips for overcoming them. Read more
Webinar

5 Top Questions to ask when Upgrading your Valuation and Risk System
In this webinar, James Church, FINCAD VP and Head of Product Management and Research and Development, and David B. Weiss, Senior Analyst at Aite Group will review key evaluation points for selecting the right valuation and risk system, including a discussion on implementation, functionality and support considerations Read more
Webinar

Negative Rates: Live Q&A
In July we hosted a live webinar titled, “Negative Rates: Dealing with an Unorthodox Experiment.” As a follow up to this overwhelmingly popular event, we held an interactive discussion and our panel answered questions from the audience on this pressing topic.

The audio file below is approximately 46MB and is MP3 format. Read more
eBook

Uncovering Derivatives Hidden Risk eBook
Learn why integrating FX collateral management into the derivative valuation and risk framework can help you achieve more accurate risk reports, better hedging and enhanced returns. Read more
Case Study

Arca Vita Case Study
Learn how this Italy-based insurance company has optimized ALM and is readily meeting requirements of Solvency II. Read more
Webinar

Negative Rates: Dealing with an Unorthodox Experiment
Russell Goyder, Director of Quantitative Research and Development at FINCAD discusses the context for negative rates and the best approaches to modeling them and understanding their business impact. Read more
Webinar

Thriving in a Low-Yield World
Asset managers face a challenging investment environment with low yields and other factors. In order to generate superior returns, they are pursuing complex multi-asset investment mandates. Read more
Webinar

Uncovering Derivatives Hidden Risk
As investment managers increase the sophistication of their derivatives strategies, multi-currency collateral management is becoming an important component of overall risk management. Presented by James Gavin, Lead Derivatives Analyst and Head of Professional Services Americas. Read more
eBook

How to Solve the Challenges of Structured Products eBook
Learn how you can overcome common challenges and enhance your performance with structured products using accurate risk, correct pricing infrastructure and index expression language (IEL). Read more
eBook

Best Practices for Maximizing Returns in Multi-currency Rates Trading: eBook
As a multi-currency rates trader, being able to quickly adjust your curves and models to reflect new market dynamics is critical to maintaining a competitive trading advantage. Learn how in this eBook. Read more
eBook

How to Drive Competitive Advantage with Trading and Risk Enterprise Architecture: eBook
In this eBook, we explore four of the most pressing trading and risk technology challenges that today’s financial organizations face, and provide insight into how high-performance enterprise architecture can help you overcome these struggles, all while adding measurable business value. Read more