The automated Risk Analysis Platform
UnRisk FACTORY is a highly automated but also extendable risk analytics platform in a high-performance computing environment with a web portal. UnRisk FACTORY includes:
- UnRisk LIBRARY
- UnRisk VaR MODULE
- UnRisk xVA MODULE (optional)
It is bundled with UnRisk QUANT, the programming power behind UnRisk, enabling quant developers to programatically manipulate UnRisk objects and results.
Key Benefits
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- Faster-time-to-insight - thousands of positions across scenarios are valuated in short time
- High accuracy - computational speed allows for uncompromised model precision
- Complete evidence - all valuations are made persistent for unlimited historical analysis
- Automation - comprehensive tasks can be scheduled and run automatically
- Wide access - via an easy to use web front-end
- Unconstrained extendability - UnRisk QUANT comes with link tools to the UnRisk FACTORY
Key Features
Administration
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Flexible definitions of users and their roles, data and parameter settings
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Task scheduling and monitoring
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Market Data
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Definitions, settings, qualifiers, templates for the relevant market data
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Data, history and events
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Models and calibration
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Instruments, Portfolios, Scenarios
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A broad coverage of deal types and models
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Instrument groups/portfolios and events
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Scenarios and scenario groups
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Valuation
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Instrument groups
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Scenario groups
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Simulation and VaR
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Instrument groups
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Scenario schedules
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xVA (optional)
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Exposures and derived key ratios for single instruments, netting sets and portfolios
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Add-On system Building
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Link tools to the UnRisk FACTORY
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All UnRisk objects and functions of UnRisk QUANT
- All mathematical, statistical and dynamic visualization functions of Mathematica
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Licensing/Requirements
Licensing
Depending on the size of your institution and your requirements our consultants will lace up a tailor made package in terms of users and performance.
Here you can find the license agreement.
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UnRisk FACTORY requires
- Microsoft SQL Server
- Microsoft Windows Server or Microsoft Windows HPC Server
- Basic web server components
- Wolfram Mathematica licenses depending on number of intended users and needed performance
Important: All components, except MS SQL server and Windows, are part of the delivery.
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