Case Study: Ashburton Investments achieves a robust LDI valuation and risk toolkit with FINCAD F3 Excel Edition

Ashburton Investments Acquires F3 for Liability Driven Investment Solution

Ashburton Investments, FirstRand Group’s investment management business, needed a robust fixed‑income valuation and risk toolkit to support Liability Driven Investment (LDI) mandates across portfolio construction, implementation and ongoing risk management. The firm required comprehensive OTC derivatives and fixed‑income coverage, integration with its trade management system and reduced key‑man dependence on in‑house quant model development, and selected FINCAD’s F3 Excel® Edition to meet these needs.

FINCAD implemented F3 as a unified analytics environment, leveraging its object‑oriented models and Universal Algorithmic Differentiation™ to deliver rapid, transparent pricing, risk measures and near‑instant optimized hedge proposals. The solution accelerated time‑to‑market, reduced time and resource requirements for hedging and risk analysis, improved efficiency in quantifying interest‑rate and credit exposures and enabled consistent portfolio‑level metrics (VaR, P&L attribution), giving Ashburton Investments a scalable, production‑grade toolkit for LDI management.

Ashburton Investments

Paramesan Mathen

Institutional Solutions