UnRisk Bank is a higly automated but also extendable risk analytics platform in a high performance computing environment with web access. It is currently available in version 6.0. UnRisk Bank builds upon the UnRisk Factory architecture and includes: 

It is bundled with UnRisk Quant the programming power behind UnRisk enabling Quant developers to programatically manipulate UnRisk objects and results.


Key Benefits

  • FASTER-TIME-TO-INSIGHT - thousands of positions across scenarios are valuated in short time
  • HIGH ACCURACY - computational speed allows for uncompromised model precision
  • COMPLETE EVIDENCE - all valuations are made persistent for unlimited historical analysis
  • AUTOMATION - comprehensive tasks can be scheduled and run automatically
  • WIDE ACCESS - via an easy to use web front-end
  • UNCONSTRAINED EXTENDABILITY - UnRisk Quant comes with link tools to the UnRisk Bank data base 


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

A broad coverage of deal types and models 
Instrument groups/portfolios and events
Scenarios and scenario groups


Instrument groups
Scenario groups
Interactive runs or batch schedules and runs

Simulation and VaR

Instrument groups
Scenario schedules
Interactive runs or batch schedules and runs


Exposures for single instruments, netting sets and portfolios

Add-On system Building

Link Tools to the UnRisk Bank data base
All UnRisk objects and functions of UnRisk Quant
All mathematical, statistical and dybamic visuaisation functions of Mathematica




The basic UnRisk Bank combines gridUnRisk Server licenses and a license for the UnRisk engines, communication, data and deployment services. All are packaged in grid-units, each supporting currently sixteen (16) (parallel) computational kernel processes in a networked pool of core processes (multicore machines, clusters, ..). Grid-n means n such grid-units all managed together. gridUnRisk Server units are controlled by an UnRisk network licence that itself comes currently with one controller kernel and eight (8) computational kernels (consequently the first grid unit has 20 computational kernels).

An UnRisk Quant seat currently comes with one controller kernel and eight (8) computationals kernels. It is linked to the UnRisk Bank, but can also be used independently.

UnRisk Bank supports 16 concurrent users via the intranet (web access).

UnRisk Bank comes currently as Grid-2 and with a single machine license of UnRisk Quant

You can find the license agreement here.

UnRisk Bank requires

  • UnRisk Quant (including Mathematica)
  • UnRisk licenses (including correspomding Mathematica licenses)
  • Microsoft SQL Server
  • Microsoft Windows Server or Microsoft Windows HPC Server
  • Basic web server components
  • All components, except MS SQL server and Windows, are part of the delivery


The standard license prices are yearly prices including one year Premium Service based on the configuration. The Service includes technical service and application service on fair use base.


Contact UnRisk Sales