JP Morgan supercomputer offers risk analysis in near real-time - ComputerworldUK: Prior to the implementation, JP Morgan would take eight hours to do a complete risk run, and an hour to run a present value, on its entire book. If anything went wrong with the analysis, there was no time to re-run it.
It has now reduced that to about 238 seconds, with an FPGA time of 12 seconds...
Instead of using existing standard multi-core machines, JP Morgan adopted FPGA technology to enable it to ‘pipeline’ instructions.
Post a Comment