Financial Engineering Associates (FEA) was founded in 1989 by Mark B. Garman, Professor (now Emeritus) of Finance at the Haas School of Business at the University of California at Berkeley. Over the years, they have grown rapidly and have quickly established a leading position in the financial analytics market.

In 1998, Finalyse signed an exclusive distribution agreement with FEA for Benelux, France and Switzerland. Since then, we have acquired a successful experience in integrating the FEA libraries into multiple platforms and in various functional contexts (trading rooms, risk management departments, ALM departments, etc.) throughout Europe.

The involvement of Finalyse consultants on FEA related projects consists of:

• Implementation consultancy around FEA modules. The services can range from detailed functional analysis of the customers’ needs to the development of client applications using FEA; Finalyse also has expertise in developing “bridges” between FEA libraries and clients’ applications;
• Organisation of training in the underlying financial models and their practical application on-site or on Finalyse premises;
• First-line support for FEA customers based in continental Europe;
• The specifications of new models and features based on market intelligence for inclusion in future product releases;
• Testing new releases.

Þ MakeVC&VaRworks risk management tools for calculating portfolio VaR.

Þ @Energy is the most widely used and accepted set of risk and valuation tools for energy derivatives, swing and storage contracts.

Þ StructureTool values structured products using Monte Carlo simulation.

Þ @Credit provides comprehensive analytics and data to support the trading of single and multiple name credit derivatives.

Þ @Interest, value cash and derivative instruments used in the interest-rate markets.

Þ @Equity and @Global contain the basic functiononalities of @Energy and @Interest for the currency, equity and commodity markets