Risk Management
Independent Risk Analytics for Financial Institutions
Independent valuation, exposure aggregation, and model validation across market, credit, and liquidity risk.
Challenges of Risk Management Teams in Financial Institutions
Limited independence from trading system valuations
Manual reconciliation between risk and accounting figures
Growing regulatory scrutiny of model validation practice
Legacy systems restricting portfolio-wide scenario analysis
Analytical Infrastructure for Risk Management Teams
UnRısk operates as financial risk management software, therefore establishing an independent analytical layer separated from front office pricing infrastructures. Portfolio aggregation combines trades across desks, entities, and asset classes. As a result, stress scenarios and historical simulations are executed within one consistent quantitative architecture. Model tools support validation, benchmarking, and documentation of assumptions. UnRısk keeps calculations separated from front office systems.
Investment risk managers use UnRısk for consistent valuation across all instrument types and regulatory stress testing at portfolio level.
Counterparty risk managers use UnRısk for exposure simulation, xVA calculations, and continuous monitoring under changing market conditions.
Model validators use UnRısk for independent benchmarking, model comparison, and documentation of quantitative assumptions across desks.
Business Outcomes for Risk Management Teams
Independent valuation control
Consolidated exposure reporting across portfolios
Near-realtime risk monitoring across positions and portfolios
Rapid recalculation under changing market conditions
Structured model validation processes
Improved transparency for internal committees
Consistent scenario analysis under defined risk factors
Relevant UnRısk Solutions for Risk Management Teams
UnRısk
LIBRARY
UnRısk LIBRARY is a scalable financial engine for risk management and valuation, with advanced numerical methods and seamless software integration.
UnRısk
FACTORY
UnRısk FACTORY is an automated solution for comprehensive risk analysis and risk management, tailored for financial institutions of all sizes.
UnRısk
EXCEL
UnRısk EXCEL is an Excel-based financial valuation tool for elevating your financial analysis. It provides a user-friendly interface to the UnRısk LIBRARY.
UnRısk
QUANT
UnRısk QUANT is a programming interface to the UnRısk LIBRARY, allowing quants to efficiently build solutions on top.
UnRısk
xVA MODULE
UnRısk xVA MODULE enhances counterparty risk management with precise exposure simulation, CVA and DVA calculations.
UnRısk
SCENARIO MODULE
UnRısk SCENARIO MODULE empowers financial strategies by creating comprehensive scenarios and the analysis of instruments and portfolios under these scenarios.
Frequently asked Questions
Which risk categories are covered?
Can exposures be aggregated across legal entities?
Yes. UnRisk consolidates trades from multiple sources and legal entities within one consistent portfolio view.
Market, counterparty, credit, liquidity and model risk across capital markets activities.
How is model validation supported?
Quantitative results are benchmarked, documented, and reviewed within defined workflows.
Is separation from trading systems possible?
Valuation and exposure calculations operate independently from front office environments.
Are stress tests configurable?
Yes, shock parameters may be defined for each risk factor underlying a portfolio valuation, independently.
How does the solution ensure independence from front office systems?
Valuation and exposure calculations are performed in a technically separated environment using independent data inputs and model configurations defined by second-line functions.