1 / 10

Large Asian Bank Getting Ready for the Cloud: " Empowering Traders and Risk Managers using

Large Asian Bank Getting Ready for the Cloud: " Empowering Traders and Risk Managers using GigaSpaces XAP, .NET and Excel ". Large Asian Bank: Pain Points. Before : Sales and traders ran numerous spreadsheet models on their individual desktops

zalman
Télécharger la présentation

Large Asian Bank Getting Ready for the Cloud: " Empowering Traders and Risk Managers using

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. Large Asian Bank Getting Ready for the Cloud: "Empowering Traders and Risk Managers using GigaSpaces XAP, .NET and Excel"

  2. Large Asian Bank: Pain Points Before : • Sales and traders ran numerous spreadsheet models on their individual desktops • Calculation was not fast enough and PCs are not as reliable as servers • Retrieve market data, deal data, and account data from Sybase---long roundtrip time • May not be using thelatest version of the models developed by quants • Data has no semantics, mixing transaction data and pricing parameters in the Excel spreadsheet models

  3. Large Asian Bank: Value Proposition Now : • Move computational tasks to the cloud. Spreadsheets are merely GUIs for parameter inputs and data viewing • Calculation speeds up by 5 times. Using the same number of cores, MC simulation went from 30 seconds to 5 seconds. More servers, faster computation • If a PC crashes, simply restart, no loss of data or computation time • Retrieve market data, deal data, and account data from the cloud in milliseconds • With Sharepoint server and the cloud, 10 sales and 3 traders always use thelatest version of models

  4. ARCHITECTURE MERGING GS & HPC SERVER HPC Server 2008: Prioritize jobs, suppress resources for PUs of lower priority jobs if necessary HPC Server 2008

  5. LOW LATENCY MARKET DATA SERVICE e.g. Reuters, Bloomberg, HKEX…

  6. COMPUTATION SERVICE HPC Server 2008

  7. PARALLEL MODE HPC Server 2008

  8. MIDDLE OFFICE SI AND DATA BACKUP

  9. EVENT TRIGGER ANALYTICS COMPUTATION HPC Server 2008

  10. Large Asian Bank: Summary Recap Benefits to the Customer • Move computational tasks to the cloud. • More servers, faster computation • No loss of data or computation time if PC crashes • Retrieve data in milliseconds • Versioning and access control

More Related