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.