Case Study
Central Bank Saves Significant Internal Resources with World-Class F3 Technology
Central Bank Saves Significant Internal Resources with World-Class F3 T echnology Highlights Client Central Bank Business objectives Create monetary policy to provide liquidity and maintain price stability Requirements • Price validation • OIS discounting • CVA/DVA FINCAD solution F3 toolkit for use with MATLAB FINCAD features • Transparent modeling • OIS discounting • xVA Success factors • Cross-currency curve calibration • Comprehensive re