Case Study: Financial Risk Group achieves enterprise-wide risk transparency and faster derivatives valuation with FINCAD

Integrated Derivatives Analytics with Risk Management System Provides Efficiency, Transparency, and Enterprise-Wide Insigh

Financial Risk Group (FRG) is an international risk management services firm that, while advising a top‑10 U.S. bank, needed to consolidate multiple risk systems, standardize valuation and risk measurement across business units, and provide regulatory transparency for portfolios containing 30+ derivative types. FRG selected FINCAD and its derivatives analytics library (FINCAD Analytics Suite for Developers and Suite for Excel) to integrate with the bank’s SAS risk solution and meet the bank’s cross‑asset valuation and documentation requirements.

FINCAD’s analytics library was integrated with SAS to provide consistent, fully documented pricing, curve and volatility functions; the solution enabled the bank to value more than 6,000 positions daily and run as many as 5,000 scenario calls per position. The FINCAD integration delivered faster, scalable valuations, reduced development time through consistent function design, improved regulatory transparency, and produced enterprise‑wide risk reports that gave executives a consolidated view of risk.

Financial Risk Group

Ronald Holanek

President