FINCAD: Multi-Asset Derivatives Analytics

COMMENTARY

HAMLIN LOVELL

For 28 years, FINCAD has been honing and refining its enterprise-level portfolio analytics and risk system with extensive market coverage, flexible modelling choices, high-speed calculation capabilities, and scalable technology that foster coordination between quants and developers, and between front and middle offices.

Seasoned hedge funds and start-ups alike are gravitating to FINCAD F3, which has special appeal to some macro, fixed income and relative value traders who require more breadth of coverage and greater granularity in valuation methods.

FINCAD’s client base numbers over 800 and reaches into the whole financial ecosystem of buy side, sell side and related service providers. The roster spans hedge funds, asset managers, insurers, pension funds – such as First National Swedish Pension Fund, central banks, banks (with some in Japan, Turkey, Latin America), auditors such as KPMG, administrators Prescient Fund Services and Viteos, pricing services agencies such as Nordic Bond Pricing and exchanges.

Asset management clients named in press releases include CarVal Investors, State Street Corporation, Morgan Stanley, Aberdeen Asset Management and Ashburton Investments. FINCAD’s website contains multiple case studies of how clients are using the software to streamline their investment, valuation, and risk processes.