Harpertown Performance Preview

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Sungard ACR

The SunGard Adaptiv Credit Risk (ACR) benchmark is a 64-bit version of an application from SunGard (www.sungard.com) that was outfitted with a GUI front-end by Intel. ACR uses a proprietary Monte Carlo simulation engine to analyze the risk and return on a hypothetical portfolio of assets. The benchmark portfolio consists of 1428 deals, mostly interest rate swaps and foreign exchange forwards; the portfolio is examined in conjunction with 29 price factors and 19 risk factors. The application decomposes the work across the portfolio depending on the resources available, so there is a substantial amount of parallelism, although some parts are serial or require replication.

While this may sound esoteric, risk analysis applications are extremely common in the financial services industry. Credit risk analysis is used by banks to issue credit cards, loans, mortgages. They are also used by third parties for trading the aforementioned instruments. These applications are considered mission critical by many of the world largest financial companies, including Fannie Mae and Freddie Mac, where they are used to analyze the risk of mortgages.


Figure 5 – Sungard Performance

The performance for Sungard was only mildly affected by the improvements in Harpertown. The extra frequency helps quite a bit, since Sungard scales quite well. Overall, the IPC for Harpertown was ~3% more than what we measured for Clovertown. Once you account for the frequency differences in the two parts, the IPC change may be as high as 5%.

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