Overview

UnRisk Excel enables the pricing and analytics of the most sophisticated deal types of equities, FX, interest rates, inflation, credit, commodities and convertibles (see full list of supported financial instruments  and models) within a Microsoft Excel environment. UnRisk Excel builds on the UnRisk Valuation Engine and extends the Mathematica interface with an Excel front end for quickly testing new deal types and portfolios across validation scenarios.


Key Benefits And Key Features

The valuation of individual structures under different models

Hundreds of deal types and nasty details fully implemented

The declarative, symbolic programming style and tools for technology integration

The combination of SDE and PDE solvers. Advanced calibration techniques. 

UnRisk Financial Language atop Wolfram Language and Mathematica

Microsoft Excel via a proprietary Link with built-in parallelisation (UnRisk Excel only)


Licensing/Requirements

Licensing

The standard purchase license is a single machine node-locked license (SML) with a minimum of 8 computation kernels that can be extended in portions of 8 computation kernels to gridUnRisk Local. But we also offer network licenses (NW), which allow the users to use UnRisk simultaneously within the network of their institution. NW-m means the usage of m concurrent front-ends, which each can access 8 computation kernels; NW-m comes with 8*m computation kernels. Customer can purchase seats incrementally. NW licenses can be extended with computation kernels in portions of 16 to gridUnRisk Server. Grid-n on NW-m provides m front-ends working with 8*m+16*n computation kernels in parallel.

You can find the license agreement here.

UnRisk Excel requires

Mathematica

Microsoft Excel

Microsoft Windows Platform

Pricing

Paid up prices including one year Premium Services. Premium Services include technical and application support, free updates and free home use licenses for UnRisk Excel.

A volume discount is applied to volume packages. A comprehensive-licenses scheme allows leasing on a per seat base related to volume packages.

Availability

Contact This email address is being protected from spambots. You need JavaScript enabled to view it.


Trial

  • a Windows executable which installs UnRisk Excel on your machine
  • a document describing the installation procedure for UnRisk Excel
  • a document describing the UnRiskExcel Add-In
  • the release notes for the current version

To be able to use the UnRisk Excel, you also need a license file. Contact This email address is being protected from spambots. You need JavaScript enabled to view it. to obtain your temporary license file.

Full as well as evaluation licenses are subject to the acceptance of the license agreement. If you do not agree to be bound to the license agreement, do not download an evaluation copy.

Overview

UnRisk-Quant is built of the UnRisk Valuation Engine and can be extended by the UnRisk VaR Engine and the UnRisk xVA Engine. It comes with UnRisk Financial Language, a symbolic, domain specific language enabling developers to quickly develop quantitative finance solutions. It combines optimized pricing and calibration engines, programatically manipulated from its language front-end.  Proven models for a broad variety of deal types are tuned by the most advanced numerical schemes and the inverse problems of model calibration are solved correctly. UnRisk-Quant comes with a vast variety of deal types and models.


Key Benefits And Key Features

The valuation of individual structures under different models, definition of stress tests and extensive what-if analysis

Hundreds of deal types and nasty details fully implemented

The declarative, symbolic programming style and tools for technology integration

The combination of SDE and PDE solvers. Advanced calibration techniques. 

The production of dynamic visualization with so little source code that could be read on a smart phone.

The calculation of xVA management ratios and exposures.

The calculation of VaR including marginal and contribution VaRs across portfolios.


Licensing/Requirements

Licensing

The standard purchase license is a single machine node-locked license (SML) with a minimum of 8 computation kernels that can be extended in portions of 8 computation kernels to gridUnRisk Local. But we also offer network licenses (NW), which allow the users to use UnRisk simultaneously within the network of their institution. NW-m means the usage of m concurrent front-ends, which each can access 8 computation kernels; NW-m comes with 8*m computation kernels. Customer can purchase seats incrementally. NW licenses can be extended with computation kernels in portions of 16 to gridUnRisk Server. Grid-n on NW-m provides m front-ends working with 8*m+16*n computation kernels in parallel.

You can find the license agreement here.

UnRisk Quant requires

Mathematica
Microsoft Windows\Linux\Mac OS X Platform

Pricing

Paid up prices including one year Premium Services. Premium Services include technical and application support, free updates and free home use licenses for UnRisk Quant.

A volume discount is applied to volume packages. A comprehensive-licenses scheme allows leasing on a per seat base related to volume packages.

Availability

Contact This email address is being protected from spambots. You need JavaScript enabled to view it.


Trial

  • a Windows executable which installs UnRisk-Quant on your machine
  • a Linux executable which installs UnRisk-Quant on your machine (Linux AMD64, built with gcc 4.7)
  • a Mac OS X installer which installs UnRisk-Quant on your machine (requires Mac OS X 10.9 or newer)
  • a document describing the installation procedure for UnRisk-Quant
  • documentation for the optional VaR module
  • the release notes for the current version

To be able to use the UnRisk-Quant, you also need a license file. Contact This email address is being protected from spambots. You need JavaScript enabled to view it. to obtain your temporary license file.

Full as well as evaluation licenses are subject to the acceptance of the license agreement. If you do not agree to be bound to the license agreement, do not download an evaluation copy.

 

Overview

The UnRisk Capital Manager (CM) enables fast portfolio across scenario analysis and advanced risk management.  It is currently available in version 6.0. UnRisk CM builds upon the UnRisk Factory architecture and includes: 

UnRisk Valuation Engine

UnRisk VaR Engine 

UnRisk Communication Services

UnRisk Deployment Services

UnRisk Data Services 


Key Benefits

COMPLETE EVIDENCE - data and valuation management are fully integrated allowing for unlimited historical revision

EASY ACCESS - for clients only a web browser is required

SERVICE ORIENTATION - UnRisk application service and customized developments 

UNCONSTRAINED EXTENDABILITY - UnRisk Communication Services allows to extract all information from the underlying database

LOWER TOTAL COST OF OWNERSHIP - high throughput with a high utilization of a minimalist infrastructure

QUICK SET UP - in full production within a few days


Key Features

Administration

Flexible definitions of users and their roles, data and parameter settings
Task scheduling and monitoring

Market Data

Definitions, settings, qualifiers, templates for the relevant market data
Data, history and events
Models and calibration

Instruments, Portfolios, Scenarios

Deal types and models of UnRisk Valuation Engine
Instrument groups/portfolios and events
Scenarios and scenario groups

Valuation

Instrument groups
Scenario groups
Interactive runs or scheduled tasks

Simulation and VaR Universe

Instrument groups
Scenario schedules
Historic and parametric VaR
A vast variety of risk factors
A VaR cube of portfolio, individual, component and composite VaRs.
Interactive runs or scheduled tasks


Licensing/Requirements

Licensing

UnRisk Capital Mangers licenses combine UnRisk Valuation and the UnRisk VaR engines combined with communication, deployment and data services. In its minimum configuration it comes currently with twelve (12) computational kernels that can be extended in units of four (4) computational kernels. This requires that the valuation engines run on a multi-core machine. The web access is four (4) concurrent users via the intranet. User extension licensing is available.

You can find the license agreement here.

UnRisk Capital Manager requires

UnRisk licenses (includes corresponding Mathematica licenses)
Microsoft SQL Server
Microsoft Windows Server or Microsoft Windows HPC Server
Basic web server components

All components, except MS SQL server and Windows, are part of the delivery

Pricing

The standard license prices are yearly prices including one year Premium Service based on the configuration. 

Availability

Contact UnRisk Sales

 

Overview

UnRisk Bank is a higly automated but also extendable risk analytics platform in a high performance computing environment with web access. It is currently available in version 6.0. UnRisk Bank builds upon the UnRisk Factory architecture and includes: 

UnRisk Valuation Engine

UnRisk VaR Engine 

UnRisk xVA Engine

UnRisk Deployment Services

UnRisk Data Services

It is bundled with UnRisk Quant the programming power behind UnRisk enabling Quant developers to programatically manipulate UnRisk objects and results.


Key Benefits

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 Bank data base 


Key Features

Administration

Flexible definitions of users and their roles, data and parameter settings
Task scheduling and monitoring

Market Data

Definitions, settings, qualifiers, templates for the relevant market data
Data, history and events
Models and calibration

Instruments, Portfolios, Scenarios

A broad coverage of deal types and models 
Instrument groups/portfolios and events
Scenarios and scenario groups

Valuation

Instrument groups
Scenario groups
Interactive runs or batch schedules and runs

Simulation and VaR

Instrument groups
Scenario schedules
Interactive runs or batch schedules and runs

xVA

Exposures for single instruments, netting sets and portfolios

Add-On system Building

Link Tools to the UnRisk Bank data base
All UnRisk objects and functions of UnRisk Quant
All mathematical, statistical and dybamic visuaisation functions of Mathematica


Licensing/Requirements

Licensing

The basic UnRisk Bank combines gridUnRisk Server licenses and a license for the UnRisk engines, communication, data and deployment services. All are packaged in grid-units, each supporting currently sixteen (16) (parallel) computational kernel processes in a networked pool of core processes (multicore machines, clusters, ..). Grid-n means n such grid-units all managed together. gridUnRisk Server units are controlled by an UnRisk network licence that itself comes currently with one controller kernel and eight (8) computational kernels (consequently the first grid unit has 20 computational kernels).

An UnRisk Quant seat currently comes with one controller kernel and eight (8) computationals kernels. It is linked to the UnRisk Bank, but can also be used independently.

UnRisk Bank supports 16 concurrent users via the intranet (web access).

UnRisk Bank comes currently as Grid-2 and with a single machine license of UnRisk Quant

You can find the license agreement here.

UnRisk Bank requires

UnRisk Quant (including Mathematica)
UnRisk licenses (including correspomding Mathematica licenses)
Microsoft SQL Server
Microsoft Windows Server or Microsoft Windows HPC Server
Basic web server components

All components, except MS SQL server and Windows, are part of the delivery

Pricing

The standard license prices are yearly prices including one year Premium Service based on the configuration.

Availability

Contact This email address is being protected from spambots. You need JavaScript enabled to view it.

Overview

With webUnRisk we enabled our customers to build System as a Server (SaaS) solutions based on UnRisk technologies. It allows to deploy high-powered UnRisk applications as interactive websites. It's powered by webMathematica's robust, automatic server deployment that scales for high traffic and works with modern web services and standards.


Key Benefits And Key Features

Include UnRisk provided functionality into your web sites

Build up Risk Management Platforms for your customers

Use the role/user model of UnRisk Bank or UnRisk Capital Manager to tailor your solution to customers

Use the audit trail functionality of UnRisk Bank or UnRisk Capital Manager to provide your users with a clear view on their activities

Use the unprecedented calculation capabilities of UnRisk and create comprehensive reports for your customers


Licensing/Requirements

Licensing

The standard license is a purchase license including one year of Premier Service. Additional periods can but do not have to be purchased.

webUnRisk requires

webMathematica

Pricing

Paid up prices including one year Premium Services.

A volume discount is applied to volume packages. A comprehensive-licenses scheme allows leasing on a per seat base related to volume packages.

Availability

Contact This email address is being protected from spambots. You need JavaScript enabled to view it.

 

News

UnRisk @ Spezialtag MiFID II

UnRisk @ Spezialtag MiFID II

UnRisk will speak at Spezialtag MiFID II am 06.12.2016: Anlageberatung 4.0...

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UnRisk consortium and Multilateral AG teamed up to found UnRiskOmega AG

UnRisk consortium and Multilateral AG teamed up to found UnRiskOmega AG

UnRiskOmega is a cooperation of the three companies multilateral AG, uni softwar...

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Mathematica & UnRisk Workshop in Paris

Mathematica & UnRisk Workshop in Paris

Wolfram Research and UnRisk have teamed up again to invite you to a free worksho...

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UnRisk in Paris

UnRisk in Paris

We are deligthed that UnRisk has spoken at the Wolfram Finance Event "A Workout...

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UnRisk Pricing Engine 8.1 Released

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UnRisk today announced it has released UnRisk 8.1, an enhanced version of UnRisk...

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UnRisk Factory 6 is here

UnRisk Factory 6 is here

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UnRisk 8 Released

UnRisk 8 Released

UnRisk today announced it has released UnRisk 8, an enhanced version of UnRisk-Q...

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Success Stories

UnRisk and Solventis - Or How To Build Up a SaaS Solution with UnRisk Technologies

UnRisk and Solventis - Or How To Build Up a SaaS Solution with UnRisk Technologies

Solventis is an independent financial group established in 2002 by a team of pro...

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UnRisk seals cooperation with multilateral AG

UnRisk seals cooperation with multilateral AG

multilateral AG is an innovative Swiss IT-Consulting and software engineering co...

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Dupire - Robust Calibration of Local Volatility Models

Dupire - Robust Calibration of Local Volatility Models

For the so-called local volatility model, Bruno Dupire derived a closed form sol...

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Workout in Computational Finance

Workout in Computational Finance

The intention of the book is to give a sound overview on numerical methods which...

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