Findings
FINCAD’s Quarterly Newsletter

January 2016   |  Issue# 07

FEATURED STORY

Trading and Risk Technology: Drive Business Value with High Performance Architecture

Legacy trading and risk technology systems are increasingly challenged to meet business requirements for on-demand risk analytics, large complex portfolios, new asset classes, multiple data sources and substantial regulatory reporting. A modern trading and risk technology platform solves these problems, and achieves rapid ROI with improved performance, scalability, and lower cost of ownership. Watch the on-demand webinar today.

RESOURCES
Case Study: Investment Bank

The Big Four firm elected to work with FINCAD to value their audit clients’ complex derivatives and structured products positions because of its flexibility, speed, accuracy and value.

"FINCAD’s F3 has enabled our audit team to value some of the most complex derivatives and structured portfolios. Our expanded breadth of offering helps clients feel greater confidence in utilizing us as their audit firm of choice.”

Senior Manager, Audit Firm

On-Demand Webinar: Flexible Curve Building: Valuation and Risk for Today and Tomorrow

Accurate curve building is an essential part of a successful derivatives business. But what do you do when erratic market behavior forces you to rethink the curves you build and the way you build them? Do you recode? Rebuild? Such options are valid when unforeseen market events are infrequent, but recent history has shown us a continuing trend towards the unexpected.

eBook: Advanced OIS Curve Building: Best Practices

Without accurate OIS curve construction, valuation, pricing and risk measurement is compromised. Watch the on-demand webinar for best practices for building robust OIS curves. Download this eBook today to learn more.

eBook: From Bumping to Analytic Risk: The Case for Algorithmic Differentiation

Algorithmic differentiation offers a fully comprehensive analysis of portfolio risk in real-time. This technique allows financial organizations to proactively hedge and manage exposure quickly and accurately. Download this eBook today to learn more.

eBook: The Challenges of Modeling Hybrids and Advanced Structures

Hybrid modeling is hard. Hybrid models often require detailed analysis, careful implementation, and only apply to a particular problem. In this eBook, we outline four challenges and pitfalls common to modeling hybrids and advanced structures and share techniques being used to overcome them.

ARTICLES
IN THE SPOTLIGHT

Futures and Options World: The Evolving Derivatives Marketplace for 2016
With regulatory reform, a continued increase in business competition, and the impact of unconventional monetary policy, such as negative interest rates, 2015 saw huge changes in the derivatives marketplace. Nik Venema, Communications Lead, reflects on significant topics of 2015 and considers the topics that will shape conversation in 2016.


Press Release
: FINCAD Announces 2015 Women in Finance Scholarship Winner

Did you know that FINCAD provides a USD $10,000 every year to a deserving woman studying capital markets and risk management at the graduate level? Hear from the 2015 FINCAD Women in Finance Scholarship recipient, Yuan Yuan Gu, who is attending the University of California at Berkeley this year. Applications for the 2016 scholarship are open on our website.


DerivSource
: Innovation or Re-Invention? Technology Developments in OTC Derivatives

Ever since the financial crisis thrust derivatives into the spotlight, technology vendors have been scurrying to find new solutions to meet the new regulatory regime. Tony Webb, PhD, Quantitative Lead, Americas, discusses adjoint algorithmic differentiation and the benefits it provides for risk management best practices and regulatory compliance.

FRESH ON THE BLOG
FINCAD Blog

Valuation and Risk Technology: Build, Buy – or Both? | Rob Garfield, Head of Product Marketing

Should you build new risk systems in-house from the ground up, or turn to vendors with off-the-shelf products that meet their needs. What if you could control technology development and quality avoiding the time it takes to build from scratch?

 
Managing Risk in China’s Volatile Markets | George Li, Asia Channel Manager

There’s no denying that China’s capital markets are undergoing rapid change. To properly cope and ultimately remain profitable, firms need to evaluate the type of infrastructure they are using to mitigate risk.


Increased Regulatory Complexity in the Middle East | Christian Kahl, PhD, Global Quantitative Lead

Strict capital and transparency requirements are making hedging and risk management more complicated than ever before in the Middle East.


Redefining Career Options for Women in Tech | Lori Aizer Bryenton, VP of Marketing

The world is quite different now. After all – it’s 2015.


The Joy of Generalism | Simon Thornington, CFA, Quantitative Developer

Passion is a delicate flame, and you have to nurture it – burnout is a real thing, and it takes years to recover from, if you manage to at all. Don’t let anyone burn you out and, if you are a born generalist, don’t let yourself get specialized.


Gearing up for SIMM | Tony Webb, PhD, Lead Quantitative Analyst, Americas

For derivatives firms, keeping pace in a marketplace characterized by ever-stricter compliance oversight is no easy feat. The current reality is that most institutions’ risk approach is not comprehensive enough to handle the demands of today’s changing regulatory environment.

COME SEE US

Event: EzeSoft Global Conference | March 6-9 / Hollywood, FL
The 2016 conference will be bigger and better. They're adding more industry and client speakers, more hands-on training, and a broader focus of industry topics. With multiple tracks over the course of the event, they will have something for everyone - regardless of your role.

Event: SimCorp North American User Summit | May 24-26 / Fort Lauderdale, FL
SimCorp's North American User Summit (NAUS) is the premier industry annual event where the SimCorp community meets, shares insights, and connects.

Access our Resource Centre for industry-leading whitepapers.

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