Von Endanwendern gesteuerte Technologie-Benchmarks auf der Basis von Marktrisiko-Workloads

End-User Driven Technology Benchmarks Based on Market-Risk Workloads

Peter Lankford, Lars Ericson () and Andrey Nikolaev
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Peter Lankford: STAC - Securities Technology Analysis Center
Lars Ericson: CRC - Catskills Research Company
Andrey Nikolaev: Intel Corporation [USA]

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Abstract: Market risk management is a critical, resourceintensive task for financial trading firms. The industry relies heavily on innovation in technical infrastructure to increase the quality and quantity of risk management information and to reduce the cost of its production. However, until recently, the industry has lacked an independent standard for gauging the potential of new technologies to help. This changed when the STAC Benchmark ™ Council developed STAC-A2 ™ , a vendorindependent benchmark suite based on real-world market risk analysis workloads. It was specified by trading firms and made actionable by leading HPC vendors. Unlike vendor-developed benchmarks known to the authors, STAC-A2 satisfies all of the requirements important to end-user firms: relevance, neutrality, scalability, and completeness. Intel has demonstrated the utility of STAC-A2 for comparing successive generations of Intel ® Xeon ® processors.

Keywords: Intel; STAC; STAC-A2; benchmark; Heston; options pricing; Monte Carlo; market risk; market risk Monte Carlo options pricing Heston benchmark STAC-A2 STAC Intel (search for similar items in EconPapers)
Date: 2012-11-10
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Published in 2012 SC Companion: High Performance Computing, Networking, Storage and Analysis (SCC), Nov 2012, Salt Lake City, France. pp.1171-1175, ⟨10.1109/SC.Companion.2012.141⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05703541

DOI: 10.1109/SC.Companion.2012.141

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