UnRisk Factory 6 is realeased with new features in valuation, instruments, market data management and administration. The Highlight is the multicurve framework now available in the UnRisk Factory and in the products build on this technology UnRisk Bank and UnRisk Capital Manager. From the market data to the model section to new instruments, the multicurve framework leaves its mark.
But also the risk management (VaR universe) module of the UnRisk Factory has some new features inlcuding new backtasting and some new key ratios.
A compellingly comprehensive combo
UnRisk FACTORY and its VaR Universe enable its actors to focus on in-time decision support to manage risk from the single deal type to the most comprehensive portfolio.
UnRisk FACTORY enables the ultra-fast valuation of portfolios across comprehensive scenarios in record time. To access UnRisk FACTORY, users need a web browser only.
One of the principles of UnRisk is hierarchical and hybrid group building. With the valuation of nested groups of instrumennts across nested groups of scenarios users can do practically any simuation and analysis. An instrument group can be a new complex structure or a portfolio. Scheduled tasks atop this structures enable automated instrument building and testing, model validation, advanced risk management processes with stres tests, comprehensive VaR calculations, back testing, benchmarking and more. Blazingly fast engines drive the required throughput.
UnRisk Bank and UnRisk Capital Manager users take advantage of this capabilties in one click or scheduled.
With UnRisk-Qant we have unleashed the programming power behind UnRisk. It has been expanded by tools limking it to the FACTORY data base. This access to FACTORY objects and results empowers delelopers aggregating risk data and generating reports with dynamic visualization.