Dear Executive,

Since the beginning of the financial crisis markets have shifted to new regimes, characterized by almost unimaginable anomalies. It has exposed failures in risk management, but also familiar models and valuation techniques became unmasked as unreliable.

Market risk management did not valuate portfolios across all challenging scenarios. It also underestimated model risk and traps of intrinsically flawed valuation techniques. Risk departments might also have resigned in searching high performance platforms providing reliable risk spectra fast enough.But, holding deal types with event-driven contract features, like barrier options, you want to get the risk profile in time enabling you to hedge your risk actively.

The problem is getting worse, as in critical times the focus is often laid on workflow management rather than on in-time decision support for managing risk.

Without consensus about other preferences, we have passionately developed UnRisk for risk analytics in real-time.

Our commitment: UnRisk is unprecedented accurate and fast. But, we will never give our users false comfort about its accuracy and robustness. Instead, we will make explicit its assumptions and oversights.

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UnRisk consortium