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Fincad upgrades analytics suite for Excel

21 May 2009  |  1918 views  |  0 Source: Fincad

Fincad, ranked as leader of independent pricing and risk analytics in a new independent analyst report by Celent, today announced the latest release of Fincad Analytics Suite 2009 for Excel.

This launch responds to volatility affecting yield curves by including recently released basis curve pre-built workbook solutions into one complete package.

Recent events have resulted in record high levels of volatility combined with low liquidity in many financial markets. These two factors have profoundly impacted yield curves, returning unexpected results and leading to anomalies between counterparty and in-house valuations. FINCAD has created convenient, easy-to-use workbook solutions to address these valuation anomalies with three new workbooks: basis spread curve, vanilla swap with basis spreads, and compounding swaps with basis spreads.

"Our latest release further demonstrates that we recognize the importance of promptly responding to market conditions and providing solutions to our clients' pressing needs for better risk management and increased transparency," said Bob Park, president and CEO, FINCAD. "We also recently provided our customers with a workbook to support the new ISDA CDS standard model for pricing single name CDS contracts."

The CDS workbook, also included in this latest release, implements the ISDA model in a format similar to FINCAD's current solutions with the added benefit of providing fair value as well as additional risk measurement outputs such as par spread and risk statistics.

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