How Raiffeisen Capital Management Built and Runs Its Own Market Risk System for 20+ Years
Raiffeisen Capital Management (RCM) is a subsidiary of Raiffeisen Bank International AG, managing ~300 funds across equity, bonds, and multi-asset strategies
The Challenge
Building a proprietary market risk platform with full control over model selection, calibration, and instrument coverage, without relying on a packaged vendor solution.
RCM evaluated building the analytics layer internally, but the depth required for full-revaluation across 15,000+ instruments demanded a specialist.
UnRısk had already proven that capability in production for a London-based hedge fund.
The Solution
UnRısk LIBRARY embedded as the quantitative engine inside RCM’s self-built platform, with instrument coverage, pricing models, and calibration parameters jointly defined over a two-year development phase.
The Impact
- 20+ years in continuous daily production
- 15,000+ unique instruments valued daily
- 600+ portfolios monitored every day
- ~80 bn EUR investment coverage under analytics
The Result
- Every valuation audit-ready, traceable to model assumptions and individual cash flows
- Engine modernized multiple times without interrupting a single production run
- Significant cost savings compared to licensing a packaged platform over two decades
- UnRısk quants handle every extension request directly, not a helpdesk
Download the full use case to see how RCM has run a proprietary risk system with full model control for over 20 years.
How Raiffeisen Capital Management built and runs its own Market Risk System for 20+ Years
Raiffeisen Capital Management (RCM) is a subsidiary of Raiffeisen Bank International AG, managing ~300 funds across equity, bonds, and multi-asset strategies.
The Challenge
Building a proprietary market risk platform with full control over model selection, calibration, and instrument coverage, without relying on a packaged vendor solution.
RCM evaluated building the analytics layer internally, but the depth required for full-revaluation across 15,000+ instruments demanded a specialist.
UnRısk had already proven that capability in production for a London-based hedge fund.
The Solution
UnRısk LIBRARY embedded as the quantitative engine inside RCM’s self-built platform, with instrument coverage, pricing models, and calibration parameters jointly defined over a two-year development phase.
The Impact
- 20+ years in continuous daily production
- 15,000+ unique instruments valued daily
- 600+ portfolios monitored every day
- ~80 bn EUR investment coverage under analytics
The Result
- Every valuation audit-ready, traceable to model assumptions and individual cash flows
- Engine modernized multiple times without interrupting a single production run
- Significant cost savings compared to licensing a packaged platform over two decades
- UnRısk quants handle every extension request directly, not a helpdesk
Download the full use case to see how RCM has run a proprietary risk system with full model control for over 20 years.