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Documentation Index

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Approach: “IMA-DRC”

Please see the DRC Vectors section on DRC Vectors length and density.

IMA-DRC: Dataset Size Breakdown

WITH
 Member [Measures].[Trades] AS Count(
  Descendants(
    [Booking].[Trades].CurrentMember,
    [Booking].[Trades].[TradeId]
  ),
  EXCLUDEEMPTY
), FORMAT_STRING = "#,###"
 Member [Measures].[Obligors] AS Count(
  Descendants(
    [Default Risk Charge].[DRC Obligor].CurrentMember,
    [Default Risk Charge].[DRC Obligor].[DRC Obligor]
  ),
  EXCLUDEEMPTY
), FORMAT_STRING = "#,###"
SELECT
  NON EMPTY {
    [Measures].[contributors.COUNT],
    [Measures].[Trades],
    [Measures].[Obligors]
  } ON COLUMNS
  FROM [IMADRCCube]
Fact LevelSmall Dataset FactsMedium Dataset FactsLarge Dataset Facts
Obligors24,90137,30949,651
Trades296,025577,1271,124,400
Count440,461861,2631,683,211

IMA-DRC: Environment Memory Usage

Heap Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average38.77 GiB42.41 GiB67.72 GiB

Direct Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average74.59 GiB124.47 GiB182.49 GiB

IMA-DRC: Initial Data Load Times

Number Of CPUsSmall DatasetMedium DatasetLarge Dataset
1615 Min 11 Sec27 Min 43 Sec1 Hour 5 Min 28 Sec
3214 Min 32 Sec25 Min 12 Sec40 Min 39 Sec
6414 Min 1 Sec23 Min 54 Sec39 Min 4 Sec

Approach: “SA-SBM”

SA-SBM: Dataset Size Breakdown

WITH
 Member [Measures].[Trades] AS Count(
  Descendants(
    [Booking].[Trades].CurrentMember,
    [Booking].[Trades].[TradeId]
  ),
  EXCLUDEEMPTY
), FORMAT_STRING = "#,###"
 Member [Measures].[Risk Factors] AS Count(
  Descendants(
    [Risk].[Risk Factors].CurrentMember,
    [Risk].[Risk Factors].[Risk Factor]
  ),
  EXCLUDEEMPTY
), FORMAT_STRING = "#,###"
 Member [Measures].[Underlyings] AS Count(
  Descendants(
    [Market Data].[Underlying].CurrentMember,
    [Market Data].[Underlying].[Underlying]
  ),
  EXCLUDEEMPTY
), FORMAT_STRING = "#,###"
SELECT
  NON EMPTY {
    [Measures].[contributors.COUNT],
    [Measures].[Trades],
    [Measures].[Risk Factors],
    [Measures].[Underlyings]
  } ON COLUMNS
  FROM (
    SELECT
    Except(
      [Risk].[Risk Measures].[Risk Measure].Members,
      {
        [Risk].[Risk Measures].[ALL].[AllMember].[DRC]
      }
    ) ON COLUMNS
    FROM [StandardisedApproachCube]
  )
Number Of CPUsSmall DatasetMedium DatasetLarge Dataset
160.02 Sec0.02 Sec0.02 Sec
320.02 Sec0.02 Sec0.02 Sec
640.02 Sec0.02 Sec0.02 Sec

SA-SBM: Environment Memory Usage

Heap Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average8.54 GiB11.08 GiB23.76 GiB

Direct Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average47.78 GiB87.81 GiB167.66 GiB

SA-DRC: Environment Memory Usage

Heap Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average10.49 GiB16.66 GiB28.65 GiB

Direct Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average19.17 GiB37.58 GiB74.05 GiB

SA-DRC: Initial Data Load Times

Number Of CPUsSmall DatasetMedium DatasetLarge Dataset
161 Min 33 Sec3 Min 16 Sec6 Min 17 Sec
322 Min 34 Sec3 Min 16 Sec6 Min 10 Sec
641 Min 39 Sec3 Min 16 Sec6 Min 25 Sec