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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
Average31.59 GiB45.52 GiB55.18 GiB

Direct Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average66.93 GiB107.16 GiB170.97 GiB

IMA-DRC: Initial Data Load Times

Number Of CPUsSmall DatasetMedium DatasetLarge Dataset
1613 Min 52 Sec24 Min 21 Sec37 Min 46 Sec
3212 Min 0 Sec21 Min 38 Sec35 Min 7 Sec
6412 Min 21 Sec21 Min 1 Sec35 Min 16 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
Average10.88 GiB11.43 GiB23.86 GiB

Direct Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average50.01 GiB89.88 GiB174.61 GiB

SA-DRC: Environment Memory Usage

Heap Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average7.62 GiB9.95 GiB23.34 GiB

Direct Memory Usage

CPUsSmall DatasetMedium DatasetLarge Dataset
Average16.82 GiB29.23 GiB69.90 GiB

SA-DRC: Initial Data Load Times

Number Of CPUsSmall DatasetMedium DatasetLarge Dataset
161 Min 24 Sec2 Min 37 Sec5 Min 24 Sec
321 Min 9 Sec2 Min 24 Sec5 Min 29 Sec
641 Min 27 Sec2 Min 40 Sec5 Min 13 Sec