The following figure give an overwiew about the UnRisk FACTORY architecture:

UnRisk FACTORY Architecture Overview

Once the UnRisk FACTORY is deployed, it consists of the following components:

  • a database which stores all the data related to financial risk management (instrument data, market data, computed risk measures, accounting and meta data)
  • a web server which implements the web front end which can be accessed by users through a web browser
  • an adapter process which allows for importing data from foreign systems
  • a service process which controls the computational grid
  • a computational grid which performs risk measure computations in parallel using a MapReduce based parallelization strategy
  • a web-service which allows for accessing data stored in the UnRisk FACTORY database programmatically
  • a monitor application to administer all UnRisk FACTORY related processes

Further Informations

Contact UnRisk