FM Converge modern architecture allows for ultra-high performance processing of risk calculations without compromising on accuracy. Our approach involves micro-services, multi-threading, in-memory data grid and GPU where applicable, providing a superior response in calculations, rendering of results and on the fly analysis. The performance benchmarks below involved a diversified portfolio of OTC, securities, derivatives and exotic products, representative of a bank real-life exposure.
Outputs include MTMs, Bucketed Greeks, VaR, Expected Shortfall (aggregate and by risk class)
“Finmechanics has completed extreme high performance benchmark tests using real diversified portfolios of up to 500,000 trades. We will be glad to provide these results upon request.”
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