Valuation & Risk Measurement

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.

Discover how one multi-strategy hedge fund simplified valuation and risk analysis with FINCAD. 

Hedge Fund Case Study

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. 

Python Solutions

Excel Solutions

SDK Solutions

Calculating CVA

Calculating CVA is complex and computationally expensive, involving Monte-Carlo simulations, often of large portfolios. So why not let FINCAD handle it for you? 

At FINCAD, we have tailored our world-class pricing and risk analytics library to perform

precise CVA calculations of multi-asset portfolios.  For example,  our powerful, cloud-based CVA accounting service is helping Japanese banks evaluate, account for, and report CVA. 

CVA Service

The Right Tools for Your Unique Challenges 

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

Learn more about our LDI and MBS solutions. 

liability-driven investing (LDI)

mortgage-backed securities (MBS)

The Industry Standard in Risk Analytics

30 Years Providing Risk Analytics
The Most Accurate Risk Metrics
Invest with Confidence

Explore Resources

Case Study
Multi-Strategy Hedge Fund: Simplifying Valuation & Risk Analysis with FINCAD
FINCAD Coverage
Python for Derivatives Datasheet