SunGard talks up Adaptiv Analytics benchmarking results

Source: SunGard

SunGard today announced that its Adaptiv Analytics solution, a high performance trade valuation and portfolio simulation engine, has achieved a record of 18 million valuations per second in recent performance benchmarking tests.

Results from the tests show that Adaptiv Analytics is capable of calculating the Potential Future Exposure (PFE) for more than 140,000 trades, across 1,200 counterparties, in just over 40 minutes. The benchmarking tests were carried out on a portfolio of complex derivatives valued on thousands of date points, using an industry standard 5,000 scenario full revaluation Monte Carlo simulation.

SunGard's Adaptiv Analytics helps provide accurate simulation-based PFE and market value-at-risk calculations. The solution also helps financial institutions of all sizes to run, in real-time, the large numbers of simulations required to accurately measure and manage their risk. Calculated on a small eight server grid, using Intel Quad-Core CPU's, Adaptiv Analytics' multi-threaded, low latency design offers a high level of performance and scalability at relatively low cost.

Brad Impey, chief technology officer for SunGard's Adaptiv business unit, commented: "We are continually seeking to improve the performance of SunGard's Adaptiv Analytics solution, as attested to by these latest benchmarking results. We are particularly pleased that these results have been achieved with near linear scalability across portfolio, grid size and scenario dimensions - meaning that our customers have full control over the accuracy, timeliness and cost of their risk calculations, with no one dimension being a limiting factor."

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