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 | 31.59 GiB | 45.52 GiB | 55.18 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 66.93 GiB | 107.16 GiB | 170.97 GiB |
IMA-DRC: Initial Data Load Times
| Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| 16 | 13 Min 52 Sec | 24 Min 21 Sec | 37 Min 46 Sec |
| 32 | 12 Min 0 Sec | 21 Min 38 Sec | 35 Min 7 Sec |
| 64 | 12 Min 21 Sec | 21 Min 1 Sec | 35 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 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 | 10.88 GiB | 11.43 GiB | 23.86 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 50.01 GiB | 89.88 GiB | 174.61 GiB |
SA-DRC: Environment Memory Usage
Heap Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 7.62 GiB | 9.95 GiB | 23.34 GiB |
Direct Memory Usage
| CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| Average | 16.82 GiB | 29.23 GiB | 69.90 GiB |
SA-DRC: Initial Data Load Times
| Number Of CPUs | Small Dataset | Medium Dataset | Large Dataset |
|---|
| 16 | 1 Min 24 Sec | 2 Min 37 Sec | 5 Min 24 Sec |
| 32 | 1 Min 9 Sec | 2 Min 24 Sec | 5 Min 29 Sec |
| 64 | 1 Min 27 Sec | 2 Min 40 Sec | 5 Min 13 Sec |