Value-at-risk (VAR)

Fincad Updates F3 Valuation, Analytics Platform

Canadian over-the-counter derivatives pricing and risk management software vendor Fincad will roll out a new version of its F3 enterprise valuation and risk analytics platform in the coming weeks, with increased support for foreign exchange derivatives,…

Credit Valuation Challenge

Following the financial crisis and the subsequent influx of new regulation into the capital markets, credit valuation adjustment has seen a significant uptick in interest among financial services firms. For large-scale banks and other entities with…

Pricing Partners launches Price-it VaR module

Pricing Partners, the Paris-based independent revaluation specialist and provider of mathematical models and analytics for derivatives and structured products, has released a module providing VaR and stress-test calculations. Named Price-it VaR, it is…

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