Qu'est-ce que « Risk grid, batch window » ?

A risk grid is the infrastructure that revalues a firm’s trades under many market scenarios on many machines: the plan that cuts the work into tasks, the scheduler and cluster that run them, and the store that collects the results for the risk engine to aggregate. Its batch window is the interval between the moment its inputs are ready (the end-of-day positions and market snapshot) and the moment its outputs are needed.