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Fortis' Monte-Carlo Grid formation

15 May 2007  |  2456 views  |  0 Source: Platform Computing, Fortis globe

Fortis Bank implemented Grid technology from Platform Computing to increase capacity and deploy more sophisticated financial modelling techniques across its equity derivatives protfolio.

The Belgian-based merchant bank implemented a 300 CPU Platform Symphony managed Grid running C++ based Monte-Carlo simulations integrated with Sophis' Risque engine.

Following the success of the initial implementation Fortis is adding additional capacity to the Grid to handle more operations in several asset classes. The bank is also expanding the original Sophis environment to double its size.» Download the document now 628.1 kb (PDF File)

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