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