Our compass for 2012 was the all-new UnRisk, for 2013 accelerate and for 2014 package and disseminate know how.
2014 - we released UnRisk FACTORY with a Bloomberg and an Excel Link and UnRisk 8 (yesterday) the new pricing and calibration engines providing a multi curve framework and eminent practical functions transforming lognormal distributed into normal distributed data spaces for interest-rate-model calibration and valuation. newUnRisk kernels are used for regime changes as required by the xVA project.
2015 - tie technologies intelligently together
With our mission to deliver the promise of serving individual requirements whilst driving generic technologies, we offer an expanding portfolio of products. They all have in common being solutions and development systems in one.
For years, we have built a technology stack that enables us and quant developers to create individual products swiftly Carefully choosing the mathematics and mapping every practical detail.
Our technology stack combines the UnRisk Financial Language implemented in UnRisk gridEngines for pricing and calibration, a portfolio across scenario FACTORY, a VaR Universe, the UnRisk FACTORY Data Framework, UnRisk web and deployment services and an Excel Link...End of 2014 an xVA engine with emphasis on central counter party risk valuation will be available.
The product portfolio will include UnRisk Quant, UnRisk Capital Manager, UnRisk Bank, UnRisk Auditor...and focus on technologies that are required for the purpose in the adequate deployment environments related to functionality, performance and usage.
What will drive us in 2015? Meet the individual requirements even more precisely by configuring our technology stack intelligently.
