Case Study: Aberdeen Asset Management achieves real-time multi-asset derivative valuation and intra-day risk reporting with FINCAD F3 SDK

Aberdeen Asset Management - Customer Case Study

Aberdeen Asset Management, a global investment manager with over US$270 billion in assets, needed a future‑proof valuation and risk analytics platform to value and hedge multi‑currency, multi‑asset OTC derivative portfolios in real time. To replace its proprietary systems and enable flexible on‑the‑fly modeling, Aberdeen engaged FINCAD and adopted FINCAD’s F3 SDK (with implementation support from FINCAD Client Services).

Using FINCAD’s F3 SDK, Aberdeen consolidated pricing and risk workflows into a single, globally accessible system, integrated live market data feeds, and ran strategic LDI alongside existing Excel models. FINCAD’s solution delivered more accurate, real‑time trade pricing, intra‑day risk reports, reduced the number of systems used for live swap pricing, and enabled Aberdeen to value virtually any swap type without waiting for provider software updates.

Aberdeen Asset Management

Matthew Lynes

Portfolio Manager