Reply To: Can Risk Manager be run on GRID ?

#8272
Tom Graham
Participant

1) Not certain, but it seems possible to assign the Risk service to a grid job cluster. I don’t know how this would work in splitting the running of the risk deal & batch scripts and the reveal that they would generally call.

2) A risk deal script which executes a reval can certainly apply a sim definition containing multiple scenarios. I think that to have a different limit applied per scenario for a given deal, you would have to create separate risk definitions per limit/scenario – each definition could run a common deal script to run the reval and you would set an exposure argument for each definition to tell the script which scenario to run.

Download PDF version

This field is for validation purposes and should be left unchanged.