Programmers program, teachers teach, swimmers swim, ... (but not only ...)
Do UnRiskers (UnRisk users) unrisk?
Not unreflectively. UnRiskers know that there is optimal risk and they know that diversification does not work and they also know that other "deterministic" optimizers, like the Kelly criterion, need some deeper analysis.
And they know that hedging becomes even more difficult if more info of the individual market environment is known ...? To "unrisk" might require reducing sensitivity or volumes - but that might be conflicting objectives ...?
What investment and risk mangers enjoy using the UnRisk FACTORY: getting more insight by scenario analysis, the ability to shift multiple market and risk factors simultaneously - with the UnRisk VAR Universe as a special simulation environment.
The robust UnRisk engines deliver the values, risk spectra, cash flows, .... blazingly fast to deliver results of the required massive valuations in time. And those portfolio across scenario simulations are performed automatically - by scheduled tasks.
The requirement to adjust valuation by modeling exposures of portfolios with counter parties need even more scenarios ... to better understanding the sensitivity of exposures to certain factors.
Our abstract concept is nested instrument groups and scenario groups ... that empowers structuring, portfolio, scenario and consequently test building .... try to "unrisk" to understand the sensitivities of the factors and optimize risk in regimes where the "conditions" are known and relatively safe and remaining dangers are cleared out.
Not surprisingly over 70% of our FACTORY users are investment and risk managers - using UnRisk FACTORY Capital Manager.