Fincad
Fincad is the leading provider of valuation and risk solutions for derivative and fixed income portfolios. An industry standard since 1990, our award-winning analytics, flexible architecture and customisable technology enable better investment and risk management decisions.
We help clients solve their toughest challenges by delivering best-in-class solutions for valuation, curve construction, value-at-risk, stress-testing, sensitivities, Greeks, profit and loss attribution, portfolio optimisation, risk aggregation, and more. Our clients include leading global asset managers, hedge funds, insurance companies, pension funds, banks and auditors.
With Fincad, users have the flexibility to access our platform through an easy-to-use interface (F3 Workstation), via Microsoft Excel® or by using Python to build their own models and workflows. Each client solution is bespoke but has Fincad's powerful library at its core, and offers users transparency and consistent results across teams.
Visit fincad.com to learn more, or request a demo
Articles about Prometeia
Bank ALM system of the year: Prometeia
Reflecting the strength of Prometeia’s ALM platform and the firm’s alignment with the needs of modern risk and performance management
Prometeia’s LLM/GenAI validation framework
Prometeia’s LLM/GenAI validation framework: a method to validate generative AI models for financial applications
Increasing trust to artificial intelligence in finance: AI model validation framework
This paper highlights the risks of using AI in financial applications and provides significant motivations for having an AI validation framework to control and eliminate those risks
Machine learning and AI in model risk management: a quant perspective
Statistical risk models face issues of validity as unprecedented events and social phenomena occur. However, artificial intelligence (AI) and machine learning can assist models in maximising accuracy. By Tiziano Bellini, head of risk integration…
Counterparty credit risk: special report 2022
This Risk.net special report contains a collection of articles that consider the impact of SA-CCR and how banks are adapting to the new regime, as well as the challenges of managing counterparty credit risk and reducing the cost of trading over-the…
Project finance risk methodologies
Federico Tacchetto, senior manager at Prometeia, describes how to calculate risk parameters for project finance exposures. Based on a simulation approach of the cashflows, it is assessed whether the generated net revenue will be sufficient to repay the…
Hints on quantification approaches
Tiziano Bellini, head of risk integration competence line, international markets at Prometeia, examines the key components of successful model risk management, focusing on the importance of integration, processes, governance and IT solutions to…
As Covid snaps credit models, lenders turn to stress-testing
Banks enlist scenario analysis to bolster creaking default models
Lenders reveal struggles over IFRS 9 roll-out
Size of task caught some banks unawares, leading to botched home-grown systems or data problems
Leading the way in the risk management (r)evolution
Sponsored feature: Prometeia
Risk software survey 2015: speed, compliance and valuation
Regulatory change drives innovation, with valuation, centralisation and speed taking centre stage