Analytics
World-class Analytics Help You Make Informed Investment and Risk Management Decisions
FINCAD’s best of breed analytics empower you to make informed investment decisions with confidence. Optimize your calculation of risk and return through simplified and direct control over the valuation and analysis of your derivatives and cash instruments. Our world-class libraries, which include predefined models, calculators and workbooks, make valuation for derivatives and fixed income products more accurate, flexible and powerful than ever. What’s more, our solutions are backed by a highly experienced team of technical professionals that are committed to your success.
YOU'RE COVERED AND ALWAYS AHEAD
Pricing complex derivatives and cash instruments is often challenging. Vendors typically don’t offer coverage for exotic instruments, and building bespoke solutions internally involves considerable costs, complexity, and execution risk.
Instead, take advantage of FINCAD’s suite of analytics covering vanilla, structured and exotic instruments across all major asset classes. Our models follow industry standards and can be calibrated based on specific use cases, sophistication and relevant hedging decisions. Curves and volatility surfaces can not only be parameterized using a variety of approaches, but also enabled to include a
range of market information, including liquidity and bid-offer.
Clients also use our valuation models as building blocks to configure customized trade types and create bespoke analysis workflows.
Additionally, our on-going investment in analytics makes it easy to adapt to market changes such as the sunsetting of Libor and the transition to new alternative risk-free rates (ARRs). FINCAD’s analytics cover the prevailing ARRs and RFRs such as but not limited to SOFR, SONIA, €STR, TONAR, and SARON. We will extend our coverage in the future as markets evolve.
NO BLACK BOXES. COMPLETE TRANSPARENCY.
At FINCAD, we are committed to making derivatives simple to analyze. And, that means you won’t have to deal with black boxes. We consistently deliver unmatched transparency that is second to none.
Users get full insight into calculations via sensitivities, greeks and scenarios as well as being able to view all market data and curves. Configuring modelling assumptions is easy and comprehensive.
Plus, extensive documentation is available for our analytics, making it easy to understand what each instrument is, all the way down to the mathematical formulas used in each calculation.
Read about the many benefits Nordic Bond Pricing (NBP) experienced using FINCAD for obtaining accurate bond prices.
SCALES TO YOUR NEEDS
Whether you want to value one trade or hundreds of thousands, we have the right solution to meet your needs. Use FINCAD to quickly and seamlessly scale up as needed to handle increases in processing volumes, such as, the need to value large numbers of instruments.
Discover how NWB Bank went from using three software providers for obtaining valuations on a portfolio of 6,000 positions down to just one, with FINCAD.
TECHNOLOGY AGNOSTIC
FINCAD’s proven technology also offers you the flexibility to access your valuation solution in a variety of different ways. Learn more about our Microsoft Excel, Python and Analytics SDK solutions.
Stay Ahead of the Curve
“FINCAD provides reliable and accurate independent bond prices and allows us to respond swiftly to market changes."
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