FINCAD, a provider of financial analytics solutions, has added scenario analysis capabilities to Fair Value Insight. These new scenario analysis capabilities enable Fair Value Insight to offer finance professionals with insight into the risks associated with their derivatives.
Fair Value Insight is a software-as-a-service (SaaS) derivatives valuation solution built using FINCAD’s analytics and ICAP’s market data.
Fair Value Insight provides value and includes cross-asset class financial analytics for pricing and risk management, integrated market data, and full client services support. Detailed or summary reports can be created and exported to pdf or Excel.
Bob Park, president and CEO of FINCAD, said: “IFRS 7 and FAS 157 regulations require measurement of a derivative’s sensitivity to key market inputs, so everyone who reports a derivative position on their financial statements will need a way to measure the potential impact of interest rate or other market changes on that position. Fair Value Insight is an affordable, easy-to-use, independent and transparent solution designed for all levels of users.”