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

IMA-DRC: Query Performance

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

IMA-ES: Query Performance

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

SA-DRC: Query Performance

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

SA-SBM: Query Performance

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