Last week the Maroon office got a sneak peak of the latest version of F3 from FINCAD.
F3 is already well known as the leading financial analytics platform, having recently added the "Risk Management Technology Product of the Year" award from Risk to the "Most Innovative Specialist Vendor" award they picked up in 2012.
The release of F3 - version 4.0 - takes F3 to a new level, with much greater support for market data, the ability to offload calculations from an Excel session to a server and pre-built market data models for added convenience.
Exciting new features include:
- Market Data Gateway so you can easily integrate customer market data
- Calculation Server lets you offload calculations too large or time-consuming for Microsoft Excel, but still retrieve them seamlessly in your spreadsheet
- Built in market models to let you quickly and easily value vanilla rates instruments in the USD, GBP, EUR and other markets
- GAP risk for CVA to assist you in complying with Basel III and IFRS requirements
- Wrong way risk so you can obtain a greater understanding of your counterparty credit risk
For more information, check out the website.