Valuation & Risk Measurement

World-class tools that empower you to manage risk with confidence

Precise Risk Metrics Help You Make Improved Investment Decisions

Financial institutions have long been challenged by the need to develop precise tools to risk manage their complex derivatives and cash instruments. While many vendors provide end-to-end solutions, their risk analytics and reporting capabilities rarely meet the requirements of sophisticated users, and often don’t cover exotic instruments.

FINCAD meets these needs with powerful, customizable risk analytics technology and unbeatable coverage of complex derivatives and cash instruments. Our industry-trusted solutions accurately calculate risk and return for a broad range of institutions globally. FINCAD’s analytics, based on 30 years of serving the investment community, enable you to solve a range of risk analytics challenges, providing you with a deeper understanding of opportunities and pitfalls at both the instrument and portfolio levels.

Analytics that are Second to None

FINCAD’S world-class analytics are recognized throughout the industry for their utmost accuracy and reliability. Our solutions provide clients with superior modeling power and control, especially compared to the one size fits all, out-of-the-box offerings.

We provide the reporting granularity and model and curve configurability required in today’s volatile and complex markets, all backed by extensive documentation and examples.

Our deep bench of quantitative developers and financial engineers make it easy to on-board our standardized solutions, and can partner with you to construct bespoke applications.

When it comes to tackling different types of trades, you get the best of both worlds: our flexible architecture can handle both high calculation volumes of plain vanilla instruments and model and price unique and exotic instruments.

Understanding the Portfolio Impact

Every trade has a portfolio impact. To understand it, you need analytics that provide granular insights into the drivers of risk and return at the instrument and portfolio levels. Towards this end, FINCAD provides you with scenario analyses, stress testing, cash flows, sensitivities, and VaR calculations.

Clients can access our analytics through Excel or SDK’s that support multiple programming languages such as Python.

In fact, FINCAD Python combines the power and flexibility of a Python interface with the scalability of the cloud and FINCAD’s extensive library of instrument pricers. Learn more about our Python, Excel and SDK solutions.

Discover how one multi-strategy hedge fund simplified valuation and risk analysis, using FINCAD’s powerful Python framework.

Multi-Strat Hedge Fund - Case Study

Powerful Back-Testing

Backtesting trading strategies is critical to maximizing returns and minimizing potential losses. Good backtesting tools should give you the flexibility, speed, and ease of use to try out your trading ideas.

Using FINCAD, you can backtest your strategies in Excel and Python-based environments, which provide high levels of insight, control, and flexibility. Our easy-to-use Python front-end connects to robust and well documented function-based

pricers. By utilizing our Excel option you can quickly prototype trades and models. With this powerful approach, you’ll be able to identify winning ideas, and put strategies that survive the test into action fast.

Learn how one front office team at a total return asset manager is backtesting trading and investment strategies for combined portfolios of cash and derivative instruments using FINCAD Python.

Total Return Asset Manager - Case Study

The Right Tools for Your Unique Challenges

FINCAD analytics are used by clients around the globe to help address specific business needs, like for example liability-driven investing (LDI) and pricing mortgage-backed securities (MBS).

Learn more about how our LDI and MBS solutions can help you meet your unique investment challenges.