The following figure given an overwiew about the UnRisk FACTORY architecture:
Once the UnRisk FACTORY is deployed, it consists of the following components.
- a database which stores all the data related to financial risk management (instrument data, market data, computed risk measures, accounting and meta data).
- a web server which implements the web front end which can be accessed by users through a web browser.
- an adapter process which allows for importing data from foreign systems.
- a service process which controls the computational grid.
- a computational grid which performs risk measure computations in parallel using a MapReduce based parallelization strategy.
- a web-service which allows for accessing data stored in the UnRisk FACTORY database programmatically.
- a monitor application to administer all UnRisk FACTORY related processes.