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 | 30.62 GiB | 41.62 GiB | 50.93 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 72.46 GiB | 121.35 GiB | 183.56 GiB |
IMA-DRC: Initial Data Load Times
| Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| 16 | 30 Min 9 Sec | 29 Min 58 Sec | 1 Hour 6 Min 15 Sec |
| 32 | 14 Min 49 Sec | 25 Min 58 Sec | N/A |
| 64 | 13 Min 10 Sec | 23 Min 52 Sec | N/A |
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 | N/A |
| 64 | 0.02 Sec | 0.02 Sec | N/A |
SA-SBM: Environment Memory Usage
Heap Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 8.60 GiB | 8.20 GiB | 14.85 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 50.82 GiB | 87.66 GiB | 167.34 GiB |
SA-DRC: Environment Memory Usage
Heap Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 10.23 GiB | 17.54 GiB | 30.69 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 18.86 GiB | 37.16 GiB | 73.87 GiB |
SA-DRC: Initial Data Load Times
| Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| 16 | 1 Min 37 Sec | 3 Min 18 Sec | 5 Min 52 Sec |
| 32 | 2 Min 6 Sec | 3 Min 18 Sec | 7 Min 15 Sec |
| 64 | 1 Min 23 Sec | 3 Min 20 Sec | 5 Min 14 Sec |