Case Study: Yapi Kredi achieves more accurate mark-to-market derivatives valuations with FINCAD Fair Value Insight

Yapi Kredi Improves Accuracy of Mark-to-Market Derivatives Valuations using FINCAD

Yapi Kredi Bank Nederland N.V., a subsidiary of Yapi Kredi with roughly $2B in assets, needed an affordable, easy-to-deploy way to accurately mark-to-market roughly 100 derivative trades (cross-currency swaps, interest rate swaps and options) and obtain third‑party validation of their valuations. Management wanted a web-based solution that avoided lengthy IT implementations and delivered clear, auditable valuation results.

FINCAD delivered its Fair Value Insight SaaS valuation solution, enabling Yapi Kredi to run parallel, transparent valuations against their manual Bloomberg-based calculations. Using FINCAD’s analytics and web-based platform gave the bank a full audit trail, increased confidence in valuations submitted to auditors, reduced dependence on other departments for data, and set the organization up to eliminate manual runs—saving time and improving ALM efficiency.

Yapi Kredi

Gokhan Demir

Ceo