Case Study: TDC Group achieves faster, more accurate corporate pension fund risk management with FINCAD Analytics Suite

TDC Optimizes Risk Management of Its Corporate Pension Fund Using Fincad Analytics Suite

TDC Group, Denmark’s leading telecommunications provider, needed a more sophisticated, flexible analytics solution to model and perform risk calculations on its corporate pension fund’s interest-rate derivatives portfolio. To support pension participants, accounting, ALM and stress testing, TDC Group selected FINCAD and its FINCAD Analytics Suite as the vendor/product to meet these requirements.

FINCAD deployed FINCAD Analytics Suite via an Excel interface used by six treasury staff and integrated it into TDC Group’s internal risk model, enabling fast valuation of derivatives, calculation of exposures, discount factors and interest-rate curves, and comprehensive stress testing. As a result, TDC Group reports improved speed, accuracy and reliability of valuations and risk statistics, seamless feed into its risk management and hedge systems, and effective support for local stress-testing compliance — with ongoing support and documentation from FINCAD.

TDC Group

Igor Baranovski

Risk Manager