Turning On The Innovation Spiral

Last week we conducted another development workshop with Solventis.

Solventis uses the UnRisk FACTORY as a valuation and risk engine producing massive information from portfolio across scenario and VaR calculations automatically.
That information is then transformed by distinguished analysis and test routines into special insight.
All together offered as SaaS/web platform to their customers for better decision support.
I wrote about the development partnership in A Barcelona Cloud That Rains Insight.

Solventis' experience and eminent practical approaches to managing investment and risk for so many different market participants are amazing.

At the workshop we concluded that all FACTORY objects - market data, models, scenarios, valuation parameters, instruments - and information evident over the whole history in the FACTORY data base shall be made available within UnRisk-Q.
UnRisk-Q will be linked tighter to the UnRisk FACTORY by extending it with a package that imports UnRisk FACTORY objects and results. Those results are not limited to valuation and risk factors, but interim results, like VaR deltas will be made available.

This will enable Solventis to transforming their distinguished knowledge into further sophisticated products and services atop both the UnRisk FACTORY and UnRisk-Q (web enabled with webUnRisk).

Remember, UnRisk FACTORY and UnRisk-Q use identical valuation models and methods and calibration schemes as well as portfolio and scenario constructors, because the FACTORY-based engine is built with UnRisk-Q.

Solventis will receive the package in advance. It will then be integrated part of UnRisk-Q 5.1 and later.