Version 5 is the 10th release of the compellingly comprehensive risk analytics platform since May-08.
It updates to the enhanced deal type coverage of the UnRisk engine version 7. Its minimum configuration supports now twelve computational kernels in parallel.
Throughput is empowered by UnRisk's inherently parallel engines and automation is arranged by scheduled tasks. Scheduled tasks include instrument building, model validation, stress tests, VaR calculations, back testing and benchmarking.
To allow quant developers to aggregate risk data and, say, create dynamic reports, UnRisk-Q provides link tools to the FACTORY data base - represented in its financial programming language.
How to treat very low interest rates
From the vast variety of enhancements in version 5 we select one that is prototypical for our commitment to deliver solutions that are eminent practical - Black vs Bachelier (version 5 supports caps / floors / swaptions valuation under both).
UnRisk offers a selected range of products enabling financial institutions to focus on in-time decision support for managing risk from the single deal type to the large and diversified portfolio. UnRisk valuation engines are blazingly fast and robust.
Herbert Exner, CEO
uni software plus
UnRisk Business Development
Kreuzstrasse 15 a
voice: +43 732 713647 62
mobile: +43 676 5168115