Fincad Debuts F3 for Risk and Margin

Bob Park, CEO, Fincad

Fincad, the Vancouver-based provider of over-the-counter (OTC) derivatives pricing and risk management solutions, has launched the F3 Platform, which provides enterprise-wide views of risk and collateral requirements.

F3, which counts the Moscow Exchange among its first clients, can model any trade type and performs valuation and risk calculations in a consistent manner. It provides exposure information and can help optimize margin and collateral requirements. Integrating analytics across asset classes, desks, and portfolios, F3 Platform enables organizations to comply with regulatory requirements for firm-wide analytics.

"A history of fragmented technology implementations has created information silos, making it virtually impossible to get a firm-wide view of asset values and risk exposures," says Fincad CEO and president Bob Park. "This approach may have been workable in the past, but it is no longer tenable. Complying with regulations requires a holistic view of risk; and remaining competitive means having accurate analytics on an intraday basis. F3 Platform delivers aggregated views of both valuation and risk with industry-leading performance to meet the challenge of on-demand reporting."

F3 Platform's analytics rely on Universal Risk Technology (URT), which provides fast analytic exposure calculations for all valuations, from vanilla to exotic, single-trade to portfolio, under all models and valuation methodologies. According to Amrish Ganatra, founding partner of Cerebra, testing showed that URT's speed was 2,000 times faster than bumping, while "the results were practically identical." This kind of processing speed is maintained even in risk calculations of large or complex portfolios, or computationally intensive analytics, such as credit value adjustment.

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