


This first release covers plain vanilla interest rate and foreign exchange.
#Open source risk engine series
ORE will provide complex risk analytics for financial institutions through a series of releases. We have well over 1000 deployments a month, but our developers became so efficient that scans went from sixteen minutes to less than six minutes. Easily manage your open-source usage with continuous monitoring, extensive analytics, and flexible policies. “Our system takes very large data sets, quickly rolls them up and caches the intermediate and final results. Quaternion Risk Management today announces the launch of and ORE - the first end-to-end open source risk application based on QuantLib (). Automate Open-Source Policy and Governance. Blue Lightning targets medium to large portfolios of catastrophic risks. The Blue Lightning framework includes a rich assortment of components including customer defined layers using the company’s simple Layer Processing Language (LPL), loss-transformations, aggregations and connectors.Īll elements are cryptographically hashed and cached with data stored in efficient compressed binaries to ensure fast columnar calculations and storage.īIT CEO Sam Thomsen said: “We started BIT to provide technology and engineering services to the insurance and reinsurance community. Het kan online worden uitgevoerd in de gratis hostingprovider OnWorks voor werkstations. CRMe provides consistent data provenance by preserving metadata from source datasets and implementing a structured metadata schema with controlled vocabulary.

Some of the key benefits of Blue Lightning include continuous portfolio roll-up using high performance computing, cryptographic caching, control and monitoring of the roll-up process, easy integration with existing front-ends and reporting systems and flexible deployment options including public cloud, on-premises or hosted. Dit is de Windows-app genaamd Open Source Risk Engine waarvan de nieuwste release kan worden gedownload als OSREV.0.1.zip. With the ability to scale up and out, coupled with intelligent caching, Blue Lightning makes the vision of continuous roll-up a reality. The engine is designed to run alongside a customer’s existing portfolio management system to provide a fast and responsive analytics and roll-up solution. Blue Island Technology (BIT) has launched Blue Lightning, a cat risk analytics and roll-up engine.
