The UnRisk Capital Manager (CM) enables fast portfolio across scenario analysis and advanced risk management.  It is currently available in version 6.0. UnRisk CM builds upon the UnRisk Factory architecture and includes: 


Key Benefits

  • COMPLETE EVIDENCE - data and valuation management are fully integrated allowing for unlimited historical revision
  • EASY ACCESS - for clients only a web browser is required
  • SERVICE ORIENTATION - UnRisk application service and customized developments 
  • UNCONSTRAINED EXTENDABILITY - UnRisk Communication Services allows to extract all information from the underlying database
  • LOWER TOTAL COST OF OWNERSHIP - high throughput with a high utilization of a minimalist infrastructure
  • QUICK SET UP - in full production within a few days


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

Deal types and models of UnRisk Valuation Engine
Instrument groups/portfolios and events
Scenarios and scenario groups


Instrument groups
Scenario groups
Interactive runs or scheduled tasks

Simulation and VaR Universe

Instrument groups
Scenario schedules
Historic and parametric VaR
A vast variety of risk factors
A VaR cube of portfolio, individual, component and composite VaRs.
Interactive runs or scheduled tasks




UnRisk Capital Mangers licenses combine UnRisk Valuation and the UnRisk VaR engines combined with communication, deployment and data services. In its minimum configuration it comes currently with twelve (12) computational kernels that can be extended in units of four (4) computational kernels. This requires that the valuation engines run on a multi-core machine. The web access is four (4) concurrent users via the intranet. User extension licensing is available.

You can find the license agreement here.

UnRisk Capital Manager requires

  • UnRisk licenses (includes corresponding 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. 


Contact UnRisk Sales