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 Level | Small Dataset Facts | Medium Dataset Facts | Large Dataset Facts |
|---|
| Obligors | 24,901 | 37,309 | 49,651 |
| Trades | 296,025 | 577,127 | 1,124,400 |
| Count | 440,461 | 861,263 | 1,683,211 |
IMA-DRC: Environment Memory Usage
Heap Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 38.77 GiB | 42.41 GiB | 67.72 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 74.59 GiB | 124.47 GiB | 182.49 GiB |
IMA-DRC: Initial Data Load Times
| Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| 16 | 15 Min 11 Sec | 27 Min 43 Sec | 1 Hour 5 Min 28 Sec |
| 32 | 14 Min 32 Sec | 25 Min 12 Sec | 40 Min 39 Sec |
| 64 | 14 Min 1 Sec | 23 Min 54 Sec | 39 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 CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| 16 | 0.02 Sec | 0.02 Sec | 0.02 Sec |
| 32 | 0.02 Sec | 0.02 Sec | 0.02 Sec |
| 64 | 0.02 Sec | 0.02 Sec | 0.02 Sec |
SA-SBM: Environment Memory Usage
Heap Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 8.54 GiB | 11.08 GiB | 23.76 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 47.78 GiB | 87.81 GiB | 167.66 GiB |
SA-DRC: Environment Memory Usage
Heap Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 10.49 GiB | 16.66 GiB | 28.65 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 19.17 GiB | 37.58 GiB | 74.05 GiB |
SA-DRC: Initial Data Load Times
| Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| 16 | 1 Min 33 Sec | 3 Min 16 Sec | 6 Min 17 Sec |
| 32 | 2 Min 34 Sec | 3 Min 16 Sec | 6 Min 10 Sec |
| 64 | 1 Min 39 Sec | 3 Min 16 Sec | 6 Min 25 Sec |