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Benchmark Results 4.0
Approach: “IMA-DRC”
Please see the DRC Vectors section on DRC Vectors length and density.
IMA-DRC: Environment
IMA-DRC: Dataset Size Breakdown
- You can run the IMA DRC page of the Data Sanity Check bookmark to compare your Cube to our benchmarks.
| Fact Level |
Small Dataset Facts |
Medium Dataset Facts |
Large Dataset Facts |
| Obligors |
24,903 |
37,311 |
49,653 |
| Count |
455,465 |
891,267 |
1,743,215 |
| Trades |
311,029 |
607,131 |
1,184,404 |
IMA-DRC: Memory Usage
Heap Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
33 GiB |
40 GiB |
55 GiB |
Direct Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
78 GiB |
122 GiB |
195 GiB |
IMA-DRC: Initial Data Load Times
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
11 Min 37 Sec |
17 Min 1 Sec |
26 Min 13 Sec |
| 32 |
11 Min 40 Sec |
16 Min 26 Sec |
22 Min 52 Sec |
| 64 |
12 Min 41 Sec |
14 Min 44 Sec |
22 Min 51 Sec |
Query: “DRC IMA”
SELECT
[Measures].[DRC - IMA] ON COLUMNS
FROM [FRTBCombinedCube]
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
6.14 Sec |
10.44 Sec |
14.38 Sec |
| 32 |
5.46 Sec |
8.52 Sec |
5.67 Sec |
| 64 |
3.18 Sec |
5.21 Sec |
6.23 Sec |
Query: “DRC IMA (Spot)”
SELECT
[Measures].[DRC - IMA Spot] ON COLUMNS
FROM [IMADRCCube]
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
5.70 Sec |
10.00 Sec |
13.86 Sec |
| 32 |
5.07 Sec |
8.15 Sec |
5.09 Sec |
| 64 |
2.80 Sec |
4.79 Sec |
5.89 Sec |
Approach: “IMA-ES”
IMA-ES: Environment
IMA-ES: Dataset Size Breakdown
- You can run the IMA ES page of the Data Sanity Check bookmark to compare your Cube to our benchmarks.
| Fact Level |
Small Dataset Facts |
Medium Dataset Facts |
Large Dataset Facts |
| Risk Factors |
35,297 |
52,922 |
70,547 |
| Count |
28,192,010 |
56,379,510 |
112,754,510 |
| Trades |
1,687,770 |
3,375,270 |
6,750,270 |
IMA-ES: Environment Memory Usage
Heap Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
9 GiB |
23 GiB |
34 GiB |
Direct Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
46 GiB |
88 GiB |
176 GiB |
IMA-ES: Initial Data Load Times
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
3 Min 30 Sec |
7 Min 19 Sec |
14 Min 51 Sec |
| 32 |
3 Min 10 Sec |
5 Min 55 Sec |
13 Min 15 Sec |
| 64 |
3 Min 5 Sec |
5 Min 50 Sec |
12 Min 56 Sec |
Query: “IMA ES”
SELECT
[Measures].[CA] ON COLUMNS
FROM [FRTBCombinedCube]
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
3.51 Sec |
6.39 Sec |
13.62 Sec |
| 32 |
2.60 Sec |
4.56 Sec |
7.86 Sec |
| 64 |
1.83 Sec |
3.56 Sec |
6.45 Sec |
Query: “IMA ES (Spot)”
SELECT
[Measures].[CA Spot] ON COLUMNS
FROM [InternalModelApproachCube]
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
3.00 Sec |
5.72 Sec |
12.99 Sec |
| 32 |
2.10 Sec |
4.03 Sec |
7.40 Sec |
| 64 |
1.40 Sec |
3.13 Sec |
5.92 Sec |
Approach: “SA-DRC”
SA-DRC: Environment
SA-DRC: Dataset Size Breakdown
- You can run the SA page of the Data Sanity Check bookmark to compare your Cube to our benchmarks.
| Fact Level |
Small Dataset Facts |
Medium Dataset Facts |
Large Dataset Facts |
| Risk Factors |
2,695,748 |
4,030,608 |
5,368,911 |
| Count |
8,285,401 |
16,477,305 |
32,812,074 |
| Trades |
5,960,401 |
11,827,305 |
23,512,074 |
| Underlyings |
26,500 |
39,750 |
53,000 |
SA-DRC: Environment Memory Usage
Heap Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
19 GiB |
31 GiB |
52 GiB |
Direct Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
12 GiB |
21 GiB |
42 GiB |
SA-DRC: Initial Data Load Times
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
1 Min 35 Sec |
3 Min 8 Sec |
6 Min 12 Sec |
| 32 |
1 Min 30 Sec |
2 Min 42 Sec |
5 Min 21 Sec |
| 64 |
1 Min 27 Sec |
2 Min 41 Sec |
5 Min 18 Sec |
Query: “SA DRC”
SELECT
[Measures].[Default Risk Charge] ON COLUMNS
FROM [StandardisedApproachCube]
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
4.34 Sec |
6.44 Sec |
9.81 Sec |
| 32 |
3.35 Sec |
4.66 Sec |
3.95 Sec |
| 64 |
1.54 Sec |
2.12 Sec |
2.99 Sec |
Approach: “SA-SBM”
SA-SBM: Environment
SA-SBM: Dataset Size Breakdown
- You can run the SA page of the Data Sanity Check bookmark to compare your Cube to our benchmarks.
| Fact Level |
Small Dataset Facts |
Medium Dataset Facts |
Large Dataset Facts |
| Risk Factors |
171,347 |
256,847 |
342,347 |
| Count |
22,901,145 |
45,801,145 |
91,601,145 |
| Trades |
6,580,329 |
13,160,329 |
26,320,329 |
| Underlyings |
107,720 |
161,470 |
215,220 |
SA-SBM: Environment Memory Usage
Heap Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
52 GiB |
91 GiB |
165 GiB |
Direct Memory Usage
| CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| Average |
13 GiB |
24 GiB |
46 GiB |
SA-SBM: Initial Data Load Times
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
5 Min 40 Sec |
15 Min 29 Sec |
26 Min 38 Sec |
| 32 |
4 Min 59 Sec |
11 Min 17 Sec |
25 Min 1 Sec |
| 64 |
5 Min 52 Sec |
13 Min 28 Sec |
27 Min 40 Sec |
Query: “SA SBM”
SELECT
[Measures].[SBM Risk Charge] ON COLUMNS
FROM [StandardisedApproachCube]
| Number Of CPUs |
Small Dataset |
Medium Dataset |
Large Dataset |
| 16 |
1.10 Sec |
1.47 Sec |
1.73 Sec |
| 32 |
1.09 Sec |
1.29 Sec |
1.38 Sec |
| 64 |
0.97 Sec |
1.23 Sec |
1.50 Sec |