Fincad Debuts F3 for Risk and Margin

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.
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe
You are currently unable to print this content. Please contact info@waterstechnology.com to find out more.
You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@waterstechnology.com
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@waterstechnology.com
More on Trading Tech
Fnality joins DLT-based PvP FX settlement service
Baton Systems and Osttra’s joint payment-versus-payment FX network adds central bank-backed settlement option
Bloomberg’s chatbots streamline external data sharing, OTC trading
The vendor details the expansion of chatbot support outside of a firm’s enterprise, and addresses user reservations about cost and spambots.
The Consolidated Audit Trail faces an uncertain fate—yet again
Waters Wrap: The CAT is up and running, but with a conservative SEC in place and renewed pressure from politicians and exchanges, Anthony says the controversial database faces a death by a thousand cuts.
ICE’s snowball effect: Intercontinental Exchange keeps leash tight on infrastructure
Voice of the CTO: Stuart Williams talks about why the exchange has been so adamant about “controlling” its infrastructure and technology, and how that helped it manage intense market volatility.
Aussie super fund overhauls investment platform with BlackRock Aladdin
Aware Super’s Project Odin includes implementations of BlackRock Aladdin, eFront and GoldenSource EDM
Nasdaq looks to Thailand, Broadridge grows patent portfolio, GenAI concerns, and more
The Waters Cooler: MarketAxess gains majority control of RFQ consortium, the Bloomberg Terminal integrates with BNP’s Exane, and Isda extends reg reporting support to new Canadian rules in this week’s news roundup.
Growing pains: Why good data and fortitude are crucial for banks’ tech projects
The IMD Wrap: Max examines recent WatersTechnology deep dives into long-term technology projects at several firms and the role data plays in those efforts.
Overnight trading gets another boost with deal between FactSet’s LiquidityBook and Blue Ocean
FactSet’s recently acquired LiquidityBook OMS will grant buy-side clients access to overnight trading on Blue Ocean.