Key Features


Flexible definitions of users and their roles, data and parameter settings
Task scheduling and monitoring

Market Data

Definitions, settings, qualifiers, templates for the relevant market data
Data, history and events
Models and calibration

Instruments, Portfolios, Scenarios

Deal types and models of UnRisk Valuation Engine
Instrument groups/portfolios and events
Scenarios and scenario groups


Instrument groups
Scenario groups
Interactive runs or scheduled tasks

Simulation and VaR Universe

Instrument groups
Scenario schedules
Historic and parametric VaR
A vast variety of risk factors
A VaR cube of portfolio, individual, component and composite VaRs.
Interactive runs or scheduled tasks