Case Study: Central American Bank for Economic Integration (CABEI) achieves operational independence and modernized CVA analytics with FINCAD F3

CABEI Upgrades to Operational and Self-sufficient Modernized Analytics Framework with F3

The Central American Bank for Economic Integration (CABEI) — which manages the largest derivative portfolio in the Central American region (over 100 trades) — needed more accurate CVA, advanced curve building, and reduced operational risk. After nearly seven years on FINCAD Analytics Suite, CABEI engaged FINCAD to migrate to F3 (F3 Excel® Edition) to gain robust CVA functionality, transparent valuation, and the ability to model structured and multi-currency trades.

FINCAD implemented F3 and delivered hands-on integration, training, and model validation through FINCAD Professional Services. As a result, CABEI now runs valuations on a daily basis, consolidated valuation and risk workflows into a single workbook, accelerated run-times, achieved fully transparent independent analytics comparable to Tier 1 banks, and became operationally self-sufficient while reducing operational risk and improving ability to validate counterparty valuations.

Central American Bank for Economic Integration

Nick Rischbieth

Executive President