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

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