FINCAD Adds MBS, Structured Fixed Income Capabilities to F3 Platform

Nov 1 2016 | 6:14pm ET

Valuation and risk analytics software provider FINCAD has added coverage of mortgage-backed securities and structured fixed income securities to its F3 suite of solutions for investment managers. 

The new capability offers integration of RMBS, ABS, CMBS and CLOs with data analytics providers AD & Co and Intex, while buy side firms can use F3 to accurately hedge exposure and perform scenario analysis across their entire multi-asset portfolio, including derivatives, MBS and related sectors, according to a company statement. 

“To combat low interest rates and achieve higher returns, more buy side firms are adopting sophisticated investment strategies and adding new asset classes, such as MBS and structured fixed income,“ commented James Church, vice president of product management and R&D for FINCAD. “Based on client requests, F3 is now the only solution that delivers accurate valuation and risk results for multi-asset derivatives and fixed income portfolios containing these complex instrument types.”

Advantages of F3 include precise hedging, accurate scenario analysis, consistent reporting and streamlined operations, according to the statement. The upshot, FINCAD said, is that firms need fewer systems to manage portfolios, reducing points of failure and requiring fewer internal resources to maintain.

Founded in 1990, Vancouver, Canada-based FINCAD provides sophisticated valuation and risk analytics for multi-asset derivative and fixed income portfolios, helping more than 1,000 global financial institutions enhance investment returns, manage risk, reduce costs, comply with regulations, and provide confidence to investors and shareholders. The company’s clients include leading asset managers, hedge funds, insurance companies, pensions, banks and auditors.

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