Case Study: KPMG South Africa achieves faster, more accurate complex derivative valuations with FINCAD F3 Excel Edition

KPMG South Africa Speeds Complex Valuation Using FINCAD Analytics

KPMG South Africa, the largest audit, tax and advisory firm in the country, was burdened by slow, resource-intensive derivatives valuation and model-validation work performed in Microsoft Excel. To accelerate trade-by-trade CVA/DVA and exposure (EPE/ENE) calculations and reduce internal development effort, KPMG South Africa selected FINCAD’s F3 Excel Edition.

By implementing FINCAD’s F3 Excel Edition, a four-person quantitative team began transitioning their modeling into the Excel-based F3 environment and expects to shift 80–90% of calculations to the platform in the coming weeks. FINCAD has delivered faster, more accurate portfolio analytics and risk computation, producing significant modeling and computation time savings, reduced reliance on internal resources, and quicker delivery of audit valuation and validation results.

KPMG