uni software plus

risk analytics in real-time

A MathConsult Solution for

Traders, Treasurers, Asset Mangers, Fund Managers, Risk Controllers, Risk Managers

who want a solution for the valuation of complex financial instruments and portfolios in scenarios

  • interactively via the web
  • or automatically in batch

Designed for Professionals

As a solution for risk analytics in real time, it combines

  • a grid-enabled version of the UnRisk PRICING ENGINE
  • an application data
  • An import/export data adapter

all accessible from the web.

Coverage

The UnRisk FACTORY covers a large variety of

  • equity based contracts
  • FX based contracts
  • interest-rate based contracts

as they are provided by the UnRisk PRICING ENGINE.

High Performance Computing

UnRisk FACTORY runs on gridMathematica, Windows Compute Cluster Server 2003 and Microsoft SQL Server 2005. Scalable, easy to set up and deploy.

Valuatie a portfolio of 500 non-vanilla instruments across a 250 day historic scenario. On a 32 core cluster it might take less than an hour.

Availability, Pricing and more

The UnRisk consortium is built of MathConsult and uni software plus. For more information visit UnRisk.com.