First Swedish National Pension Fund Case Study

This document is a client case study detailing the collaboration between the First Swedish National Pension Fund and FINCAD. The fund, which manages approximately SEK 300 billion in assets, faced challenges in enhancing its internally-built application used for managing fixed income and FX portfolios. The team identified the need for an analytics library to improve bond and cash flow calculations. After evaluating options, they selected FINCAD’s Analytics Suite for Developers, which met their requirements for seamless integration and comprehensive documentation. The implementation of FINCAD analytics has led to improved accuracy in bond pricing and yield calculations, as well as enhanced efficiency through pre-built market conventions. Analysts now rely on FINCAD for performance attribution and cash flow structuring. The case study highlights the satisfaction of Angelica Diehn, a Fixed Income and FX Analyst, with the reliability and speed of FINCAD technology, which has positively impacted investment decisions and returns for the fund.