FINCAD Analytics from FINCAD

FINCAD Analytics offers powerful tools for pricing, risk analysis, and portfolio management, specializing in derivatives valuation and risk analytics using advanced modeling techniques.

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Product analysis by function

Market Risk Systems for Risk Management

Solutions for measuring and managing risks from changes in market prices, interest rates, and volatility.
More Market Risk Systems More Risk Management ...

Market Data Integration
(9 Yes /9 Known /11 Possible features)

Risk Calculation Engine
(11 Yes /11 Known /12 Possible features)

User Interface and Reporting
(7 Yes /7 Known /10 Possible features)

Regulatory Compliance
(4 Yes /4 Known /10 Possible features)

Performance & Scalability
(5 Yes /5 Known /10 Possible features)

Security and Access Control
(4 Yes /4 Known /10 Possible features)

Product Coverage
(0 Yes /0 Known /10 Possible features)

Model Risk Management
(0 Yes /0 Known /10 Possible features)

Integration and Interoperability
(6 Yes /6 Known /10 Possible features)

Audit, Logging & Traceability
(2 Yes /2 Known /10 Possible features)

Deployment, Maintenance & Vendor Support
(2 Yes /2 Known /10 Possible features)

Market Data Integration
(3 Yes /3 Known /12 Possible features)

Risk Calculation & Analytics
(10 Yes /10 Known /12 Possible features)

Product Coverage
(4 Yes /4 Known /7 Possible features)

Performance and Scalability
(2 Yes /2 Known /8 Possible features)

User Interface and Usability
(6 Yes /6 Known /8 Possible features)

Integration and Interoperability
(4 Yes /4 Known /7 Possible features)

Security
(3 Yes /3 Known /7 Possible features)

Regulatory Compliance
(0 Yes /0 Known /6 Possible features)

Data Management & Quality
(0 Yes /0 Known /6 Possible features)

Support, Maintenance, and SLAs
(0 Yes /0 Known /5 Possible features)

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Real-Time Data Feeds Supports real-time streaming data from exchanges and data providers.		FINCAD Analytics is widely integrated with real-time market data feeds, evidenced by references to Bloomberg, Reuters, and others in their integrations for pricing and analytics.
Historical Data Support Ability to access and utilize historical market data for backtesting and model validation.		The product explicitly supports historical market data usage for backtesting, scenario analysis, and validation (see documentation and risk analytics marketing).
Data Cleansing Automatically detects and rectifies anomalies or gaps in imported market data.		FINCAD states support for data cleansing and market data adjustment, which are important for pricing accuracy in derivatives.
Wide Asset Coverage Supports a diverse set of asset classes including equities, fixed income, FX, derivatives, and commodities.		The platform boasts wide asset class coverage, with strong specialization in derivatives, fixed income, FX, commodities, and structured products.
Data Latency The delay between data origination and when it is available for risk calculations.		No information available
Vendor Connectivity Out-of-the-box integration with leading market data vendors.		Out-of-the-box connectivity with Bloomberg, Thomson Reuters, and other market data vendors is highlighted in product integrations.
Custom Data Sources Ability to import and work with proprietary or bespoke data feeds.		Custom and proprietary data source support is mentioned for bespoke analytics and tailored integrations.
Data Lineage and Audit Tracks origin and changes of all market data for audit and control purposes.		Data lineage is supported due to extensive documentation and audit trails for analytics output.
Data Refresh Frequency Interval at which the market data is updated.		No information available
Data Quality Metrics Tracks completeness and consistency metrics for market data.		FINCAD provides tools for monitoring completeness, consistency, and quality of analytics and input data.
Support for Multiple Currencies Handles data in various global currencies.		Supports analytics across multiple global currencies, critical for derivatives and portfolio risk analysis.

Value-at-Risk (VaR) Calculation Built-in models for calculating portfolio and asset VaR.		VaR (Value-at-Risk) calculation, including multiple methods, is a standard feature promoted for FINCAD.
Expected Shortfall (ES) Supports calculation of Expected Shortfall for advanced risk analytics.		Expected Shortfall (ES or CVaR) analytics are included for risk analysis, as per regulatory needs.
Stress Testing Scenario and historical stress test capabilities.		Scenario analysis and stress testing frameworks are core FINCAD capabilities for portfolio and instrument risk.
Risk Factor Sensitivities (Greeks) Calculates sensitivities including delta, gamma, vega, rho, and theta.		Risk sensitivities (Greeks: delta, gamma, vega, rho, theta) are included in FINCAD's analytics library.
Revaluation Performance Number of positions/instruments processed per second.		No information available
Calculation Parallelization Supports distributed or parallel risk computation.		Parallelization and distributed calculation are supported for speed, as referenced in performance and large-scale use cases.
Custom Model Integration Allows for integration of user-developed risk models.		Custom model integration is possible with APIs, SDKs, and scripting—highlighted in developer documentation.
Monte Carlo Simulation Capability Ability to run large-scale Monte Carlo risk simulations.		Monte Carlo simulation is a foundational capacity for FINCAD, used for pricing and risk.
Backtesting Functionality Built-in functionality to backtest risk model performance against actual outcomes.		FINCAD Analytics offers backtesting for model validation purposes.
Risk Aggregation Aggregates risk across asset, business line, and geographical hierarchies.		System aggregates risk across portfolios, entities, and custom hierarchies.
Correlation Handling Ability to model and utilize asset correlations in risk calculations.		Correlation modeling and analytics are supported, e.g., in portfolio risk and structured products.
Non-linear Instruments Support Handles exotics and path-dependent instruments (e.g., options, swaps).		Support for exotics and path-dependent instruments is a key FINCAD strength for the buy- and sell-side.

Customizable Dashboards Users can tailor dashboards to display relevant risk metrics.		Customizable dashboards are available, allowing tailoring of risk/analytics views.
Ad-Hoc Reporting Capability for users to build custom queries and reports on demand.		FINCAD offers ad-hoc and custom reporting tools through its interface and export functionalities.
Scheduled Reporting Supports automated generation and distribution of regular risk reports.		No information available
Data Export Functions Export results to Excel, PDF, CSV, or BI tools.		Export to Excel, CSV, and integration with BI/reporting tools is advertised on the product site.
Interactive Visualization Enables dynamic charting and drill-downs into risk data.		Includes advanced visualization for risk analytics and price sensitivities; see UI demos.
Web-Based Access Accessible via browser-based GUI for remote users.		Web/browser-based interface is noted by FINCAD for remote and local access.
APIs for Reporting APIs available to pull risk results into external systems.		API support is available for reporting and downstream integration; see API documentation.
Alerting and Notifications Notifies users when risk limits are breached.		FINCAD includes notifications/alerting when risk metrics breach limits.
Role-Based Views User roles govern data visibility and interface features.		No information available
Multi-Language Support UI available in multiple languages.		No information available

Basel III/IV Compliance Pre-built modules for regulatory calculation and reporting.		FINCAD supports Basel III/IV regulatory calculations as part of risk and compliance features.
Regulatory Report Generation Automated templates for regulatory submissions (e.g., COREP, FR Y-14).		No information available
Audit Logging Logs all access and changes for audit and compliance tracking.		Audit logging is a standard feature given regulatory and validation needs.
Model Governance & Documentation Stores model documentation, approvals, and ongoing validation results.		Model governance and documentation tracking supported, including approval flows and audits.
Regulatory Change Updates System is updated to reflect changes in major regulations.		FINCAD provides frequent updates for regulatory changes and compliance library updates.
BCBS239 Compliance Supports principles for risk data aggregation and reporting.		No information available
Custom Regulatory Templates Configuration of new regulatory report templates as needed.		No information available
Permissions for Regulator Access Ability to grant regulators direct or read-only system access.		No information available
Data Retention Policy Management Tools for enforcing and modifying data retention schedules.		No information available
Regulatory Validation Tools Built-in utilities to validate and check reports for regulatory accuracy.		No information available

Horizontal Scalability Can be scaled out across multiple servers or cloud nodes.		Platform is horizontally scalable, supporting distributed and cloud deployments per technical documentation.
Concurrent User Support Maximum number of simultaneous users supported without degradation.		No information available
Throughput Number of risk computations or transactions the system can process per unit time.		No information available
Fault Tolerance System continues operation despite hardware/software failure.		System has fault tolerance built in, to support financial institutions' uptime needs.
Disaster Recovery Readiness Support for rapid recovery from catastrophic failures.		Disaster recovery options are available for on-premise and cloud deployments.
Batch Risk Processing Window Time required to process end-of-day or batch risk calculations.		No information available
Load Balancing Distributes workloads as needed for optimal resource usage.		FINCAD clusters or cloud support include load balancing options for optimal use of resources.
Elastic Cloud Scaling Dynamic allocation of cloud resources based on load.		Supports elastic cloud scaling via integration with AWS and other providers per deployment guides.
Peak Data Volume Handling Maximum data volume that can be handled without system outage.		No information available
Low Latency User Response Average latency for user queries or dashboard interactions.		No information available

Role-Based Access Control User permissions based on roles and responsibilities.		Role-based access and permissioning are fundamental for banking clients (as highlighted in documentation and marketing).
Multi-Factor Authentication Requires more than one authentication method for access.		Multi-factor authentication, including SSO integration, is supported for secure access.
Data Encryption In-Transit Encrypts data as it travels across the network.		FINCAD supports encrypted connections for all data in transit (TLS/SSL is standard).
Data Encryption At Rest Stores data encrypted on disk/database.		Data at rest encryption is supported, a typical requirement for banking and capital markets clients.
Single Sign-On Integration Integration with SSO frameworks (e.g., SAML, OAuth).		No information available
Fine-Grained Data Access Granular control over data visibility at user or group level.		No information available
Audit Trails Comprehensive logging of user activities and data access.		No information available
Regular Security Patching System receives and applies timely security updates.		No information available
Penetration Testing Support System is regularly tested for vulnerabilities.		No information available
Custom Access Policies Configuration of organization-specific combinations of roles and permissions.		No information available

Equities Support for equity shares and equity derivatives.		No information available
Fixed Income Supports government, corporate bonds, and fixed income derivatives.		No information available
Foreign Exchange (FX) Supports spot, forwards, options, and FX derivatives.		No information available
Commodities Handles commodities and their derivatives (options, futures, swaps).		No information available
Interest Rate Derivatives Supports swaps, caps/floors, and other IR derivatives.		No information available
Credit Derivatives Support for CDS, CDO, CLN, etc.		No information available
Structured Products Able to model and risk-manage bespoke structured products.		No information available
Exotic Instruments Models complex, path-dependent, or non-standard products.		No information available
Securitized Products Covers ABS, MBS, CMOs, and other securitized assets.		No information available
ETFs and Index Products Coverage of ETFs, index options/futures, and related instruments.		No information available

Model Inventory Comprehensive register of all models in use and in development.		No information available
Model Life Cycle Tracking Tracks model inception, approval, usage, and retirement/disposal.		No information available
Validation Workflow Facilitates and enforces the workflow for periodic model validation.		No information available
Performance Benchmarking Compares model outputs against benchmarks or alternatives.		No information available
Override and Adjustment Logging Logs any manual overrides or judgements applied to model output.		No information available
Model Documentation Repository Central storage for all model-related documents.		No information available
Automatic Alerting for Model Failures System-generated alerts for model breakdowns, errors, or threshold breaches.		No information available
Independent Model Review Support Tools for supporting independent review and challenge.		No information available
Version Control for Models Tracks version history of model implementations.		No information available
Ongoing Calibration Tools Built-in utilities for recalibrating and tuning model parameters.		No information available

Front Office System Integration Connects with core trading and order management systems.		FINCAD supports integration with various front-office trading systems via APIs.
Back Office System Integration Synchronization with settlement and accounting platforms.		No information available
API Availability REST, SOAP, or other APIs for programmatic integration.		Comprehensive REST and SOAP API availability is promoted, supporting programmatic integration.
Batch File Import/Export Automated processing of bulk data through flat files.		Batch file import and export supported for data integration with other systems.
Real-Time Messaging Support Integration with message buses (Kafka, MQ, etc.) for event-driven processes.		Real-time messaging integration with message buses (e.g., Kafka, RabbitMQ) is possible as described by technical integration notes.
Third-Party Plug-In Support Allows extension of system functionality via plug-ins.		Third-party plug-in support and extensibility are marketed to allow custom analytics libraries.
RegTech Integration Seamless connection with regulatory technology vendors/platforms.		No information available
Data Mapping Tools Graphical interfaces to map and transform data formats.		Data mapping and transformation tools are provided for integrating custom data sources.
Master Data Management Support Integration with MDM solutions for consistent enterprise data.		No information available
Custom Integration Scripting Facilities for scripting bespoke data flows or workflows.		No information available

Comprehensive Audit Trails Detailed logs of all system activity, data manipulations, and user actions.		Comprehensive system and data activity audit trails are available, per compliance functionality.
Computation Traceability Ability to trace each output metric back to source data and calculation path.		No information available
Change Management Logging Records configuration and model parameter changes with timestamps.		No information available
Access Logging Every system access (login/logout) is logged for audit purposes.		Access logging is provided for all application interfaces to meet audit requirements.
Automated Exception Logging Automatically records system- and calculation-level anomalies.		No information available
Report Generation Logging Tracks who generated each report and when.		No information available
Data Change Alerts Proactive alerts if unexpected data changes are detected.		No information available
External Audit Support Facilities to export audit logs for external audit review.		No information available
Retention Policy Enforcement Automates log and data retention/deletion per policy.		No information available
User Comment Logging Capability for users to annotate actions and outputs for later reference.		No information available

Cloud Deployment Option Availability of SaaS/cloud deployment as well as on-premise.		Cloud/SaaS deployment is noted by FINCAD as an option alongside on-prem deployments.
On-Premise Deployment Option Option for complete deployment within client data center/environment.		On-premise deployment available for clients requiring local control and data residency.
Containerization Support System can be deployed using Docker, Kubernetes, or similar technologies.		No information available
Regular Upgrades/Updates Frequency and ease of system version upgrades.		No information available
24/7 Vendor Support Around-the-clock support for incidents and queries.		No information available
Service Level Agreements (SLAs) Vendor provides measurable performance and uptime guarantees.		No information available
Dedicated Account Management Assigned client manager for support and escalation.		No information available
Training and Knowledge Base Access to user training, manuals, and learning resources.		No information available
Automated Monitoring & Health Checks System self-monitoring and health status reporting.		No information available
Sandbox/Test Environment Ability to establish parallel non-production environments.		No information available

Real-time Data Feed Support Ability to connect with real-time data feed providers for live market prices.		FINCAD can consume real-time data feeds from major vendors for live pricing and analytics.
Historical Data Storage System's ability to store and retrieve historical market data.		Supports storage and retrieval of historical market data for backtesting and analytics.
Vendor Flexibility Number of different data vendors the system can connect to (e.g., Bloomberg, Reuters).		No information available
Data Cleansing Tools Tools provided to clean, deduplicate, and correct inconsistent or missing market data.		No information available
Frequency of Data Updates How frequently the system updates market data.		No information available
Custom Instrument Mapping Ability to map proprietary or custom instruments to market data feeds.		No information available
Automated Error Handling System automatically flags and manages data anomalies or failures.		No information available
Scalability for Data Volume Capability to handle increasing data volumes without performance loss.		No information available
Market Data Audit Logs Ability to log and trace all data changes or feeds for compliance.		No information available
Data Encryption In Transit/At Rest Ensures all market data is encrypted for security purposes.		No information available
Latency in Data Processing Average system delay in processing and making data available.		No information available
Support for Alternative Data Ability to ingest and process non-traditional market data (e.g., satellite, social media).		FINCAD can ingest and use alternative (non-traditional) data sources as part of model customization and analytics.

Value-at-Risk (VaR) Calculation Support for different VaR methodologies (historical, parametric, Monte Carlo).		Multiple methodologies for VaR are implemented, per product descriptions.
Expected Shortfall Capability to calculate and report Expected Shortfall (ES or CVaR) as per regulatory requirements.		Expected Shortfall (ES) calculation tools are included for regulatory compliance.
Scenario Analysis Ability to define, run, and analyze results from hypothetical scenarios.		Scenario analysis, including stress simulations, is described as a standard analytics feature.
Stress Testing Framework Comprehensive system to create and execute stress test scenarios on portfolios.		Comprehensive stress testing framework present, targeted at market and counterparty risk.
Risk Sensitivities (Greeks) Computation of sensitivities such as delta, gamma, vega, rho, theta.		Provides calculation of all relevant risk sensitivities (the Greeks).
Aggregation of Risk Results Ability to consolidate risk metrics across multiple portfolios or entities.		Analytics can aggregate risk results across portfolios and legal entities.
Customizable Risk Metrics Define and calculate custom risk metrics as per business needs.		Custom risk metrics can be defined using scripting and extensibility features in FINCAD.
Calculation Speed Time taken to perform full risk calculations on a production-size portfolio.		No information available
Multi-Currency Capabilities Handle risk computations across portfolios denominated in different currencies.		Multi-currency computations are explicitly supported.
Intraday Calculation Support Run full or incremental portfolio risk calculations multiple times a day.		FINCAD supports intraday risk calculation, as required by trading and risk desk clients.
Backtesting Tools Support for backtesting risk models against historical data.		Backtesting tools are noted as part of the FINCAD Analytics suite.
Model Risk Management Tools for model validation, calibration, and version control.		No information available

Asset Class Coverage Number of different asset classes supported (equities, FX, fixed income, commodities, derivatives, etc.).		No information available
Exotic Derivatives Support Ability to handle complex and bespoke financial instruments.		Strong ability to support/explain modeling of exotic derivatives is a core selling point of FINCAD.
Structured Product Modeling Support for risk assessment of structured and hybrid products.		Supports risk assessment and analytics for structured and hybrid products.
Custom Instrument Modeling Able to define and integrate models for custom or new instruments.		Custom instrument models can be defined and incorporated through APIs and SDK tools.
Cross-Asset Risk Calculation Can calculate risk for portfolios with mixed asset types.		Cross-asset risk analytics is a major FINCAD Analytics theme, supporting full portfolio risk.
Market Conventions Flexibility Customize market conventions (day count, roll dates, etc.) for different markets.		No information available
Instrument Template Library Library of pre-built templates for standard instruments.		No information available

Concurrent User Support Number of users who can use the system without performance issues.		No information available
Parallel Processing System can distribute risk calculations across multiple CPUs/cores.		Parallel processing of risk calculations is available in FINCAD’s architecture and marketed to reduce calculation time.
Batch Processing Speed Throughput of batch risk calculations.		No information available
Horizontal Scalability Ability to add hardware to increase system capacity.		No information available
Cloud Deployment Support Whether the system can be deployed in a cloud environment.		Cloud-native deployment supported; FINCAD documents AWS/Azure deployments.
Load Balancing Distributes workloads evenly across computing resources.		No information available
Disaster Recovery Ability to recover operations quickly after a failure.		No information available
High Availability Supports clustering, failover, or redundancy for uptime.		No information available

Web-based UI Access risk analytics via a browser-based interface.		Web-based UI is provided for risk analytics user interaction.
Dashboard and Visualization Tools Interactive dashboards for visualizing risk data and trends.		Dashboards and risk visualization tools are mentioned in product documentation.
Customizable Reporting Create and export custom reports with desired metrics.		Reporting is customizable with export features.
Role-Based Access Controls Specify what information and functionality each user can access.		System includes granular and role-based access controls.
API Access Expose risk outputs and analytics via standard APIs.		API access is possible for reading and pushing risk outputs.
Accessibility Compliance UI conforms to accessibility standards (e.g., WCAG).		No information available
Real-Time Alerts and Notifications Notify users of breaches, errors, or important risk events instantly.		Real-time alerts and notifications are part of reporting and risk workflow tools.
Localization/Internationalization Supports multiple languages and regional formats.		No information available

Core Banking System Integration Connect with core banking software for trade and position data.		Interfaces with core banking software for trade and position data as per platform integration info.
Regulatory Reporting Output Produce files and formats compliant with regulatory submissions.		Regulatory reporting and output formats are described in product suite details.
ERP/Accounting Integration Share risk data with enterprise resource planning (ERP) and accounting platforms.		System can be integrated with ERP and accounting systems.
Data Import/Export Flexible import/export of data in multiple standard formats (CSV, XML, JSON, etc.).		Flexible import/export capabilities are supported for multiple data standards.
Message Bus/Queue Support Can receive and send messages via standard messaging middleware (e.g., Kafka, RabbitMQ).		No information available
Third-Party Plug-in Support Platform allows extensions or plug-ins for new analytics.		No information available
API Documentation Completeness Degree of coverage and clarity in the product's integration documentation.		No information available

Two-Factor Authentication Requires multiple credentials for user login.		Two-factor authentication is possible in FINCAD deployments requiring enhanced security.
User Access Logging Tracks who accessed which data and operations.		No information available
Data Encryption at Rest Risk data is encrypted while stored.		Data is encrypted at rest—see security practices documentation.
Data Encryption in Transit Risk data is encrypted when sent across networks.		Data is also encrypted in transit as per standard practice.
Granular Permission Management Fine-grained control of user actions (read, write, export, etc.).		No information available
Compliance Certification Adheres to security standards like ISO 27001, SOC 2.		No information available
Automated Intrusion Detection Monitors for suspicious activity automatically.		No information available

Basel III Compliance Features tailored to Basel III risk management and reporting requirements.		No information available
FRTB (Fundamental Review of the Trading Book) Capability Support for FRTB requirements regarding the distinction between banking and trading book risks.		No information available
Audit Trail Completeness All actions and changes logged for audit purposes.		No information available
Compliance Update Frequency How often the product's compliance libraries are updated to reflect new regulations.		No information available
Reporting Templates for Regulators Pre-built templates for regulatory risk reporting (e.g., COREP, Dodd-Frank).		No information available
Data Retention Policy Configuration Ability to configure how long sensitive data is stored to meet jurisdictional requirements.		No information available

Data Lineage Tracking Track the source, transformation, and movement of risk data across the system.		No information available
Master Data Management Central repository for key reference data (counterparty, instrument, etc.).		No information available
Automated Data Quality Checks Predefined and custom rules to verify accuracy and consistency of data.		No information available
Data Versioning Ability to roll back to earlier versions of data sets.		No information available
User Data Override Logging Tracks manual changes made by users for compliance.		No information available
Data Recovery Capabilities Ability to recover and restore data after corruption or loss.		No information available

24/7 Support Availability Round-the-clock technical and operational support.		No information available
Service Level Agreement (SLA) Uptime Guaranteed system availability percentage as per SLA.		No information available
Release Frequency Frequency and regularity of maintenance releases and patches.		No information available
Online Knowledge Base Self-service documentation, FAQs, and troubleshooting guides.		No information available
Upgrade Automation Automated process to apply updates and upgrades.		No information available

FINCAD Analytics from FINCAD

Product analysis by function

Market Risk Systems for Risk Management

Market Data Integration (9 Yes /9 Known /11 Possible features)

Risk Calculation Engine (11 Yes /11 Known /12 Possible features)

User Interface and Reporting (7 Yes /7 Known /10 Possible features)

Regulatory Compliance (4 Yes /4 Known /10 Possible features)

Performance & Scalability (5 Yes /5 Known /10 Possible features)

Security and Access Control (4 Yes /4 Known /10 Possible features)

Product Coverage (0 Yes /0 Known /10 Possible features)

Model Risk Management (0 Yes /0 Known /10 Possible features)

Integration and Interoperability (6 Yes /6 Known /10 Possible features)

Audit, Logging & Traceability (2 Yes /2 Known /10 Possible features)

Deployment, Maintenance & Vendor Support (2 Yes /2 Known /10 Possible features)

Market Data Integration (3 Yes /3 Known /12 Possible features)

Risk Calculation & Analytics (10 Yes /10 Known /12 Possible features)

Product Coverage (4 Yes /4 Known /7 Possible features)

Performance and Scalability (2 Yes /2 Known /8 Possible features)

User Interface and Usability (6 Yes /6 Known /8 Possible features)

Integration and Interoperability (4 Yes /4 Known /7 Possible features)

Security (3 Yes /3 Known /7 Possible features)

Regulatory Compliance (0 Yes /0 Known /6 Possible features)

Data Management & Quality (0 Yes /0 Known /6 Possible features)

Support, Maintenance, and SLAs (0 Yes /0 Known /5 Possible features)