Case Study: Kensington Capital Advisors achieves consolidated multi-asset valuation and faster, more accurate risk analytics with FINCAD’s F3 Platform

Kensington Capital Advsiors - Customer Case Study

Kensington Capital Advsiors, an SEC/MSRB‑registered municipal advisor and CFTC‑registered commodity trading advisor focused on derivatives and structured finance, needed advanced derivative modeling to support client hedging, structuring and execution. The firm had been juggling multiple inflexible systems that complicated multi‑asset valuations and prevented custom workflows. To address this, Kensington selected FINCAD’s F3 Platform, deployed through Frame Financial Systems’ cloud solution, to unify valuation and risk analytics.

FINCAD’s F3 Platform was integrated into Frame’s Azure‑hosted, PostgreSQL‑backed offering, providing a single pricing engine with patented Universal Algorithmic Differentiation for fast, accurate risk sensitivities. The solution lets Kensington price and analyze diverse portfolios and hedges together, generate consolidated risk reports, and more accurately value multi‑strike interest‑rate options by calibrating volatilities per strike—enabling quicker addition of new asset classes, streamlined deployment, and faster, more accurate client reporting with strong FINCAD support.

Kensington Capital Advsiors

Jeff Klein

Principal