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Von Endanwendern gesteuerte Technologie-Benchmarks auf der Basis von Marktrisiko-Workloads
[End-User Driven Technology Benchmarks Based on Market-Risk Workloads]

Author

Listed:
  • Peter Lankford

    (STAC - Securities Technology Analysis Center)

  • Lars Ericson

    (CRC - Catskills Research Company)

  • Andrey Nikolaev

    (Intel Corporation [USA])

Abstract

Market risk management is a critical, resourceintensive task for financial trading firms. The industry relies heavily on innovation in technical infrastructure to increase the quality and quantity of risk management information and to reduce the cost of its production. However, until recently, the industry has lacked an independent standard for gauging the potential of new technologies to help. This changed when the STAC Benchmark ™ Council developed STAC-A2 ™ , a vendorindependent benchmark suite based on real-world market risk analysis workloads. It was specified by trading firms and made actionable by leading HPC vendors. Unlike vendor-developed benchmarks known to the authors, STAC-A2 satisfies all of the requirements important to end-user firms: relevance, neutrality, scalability, and completeness. Intel has demonstrated the utility of STAC-A2 for comparing successive generations of Intel ® Xeon ® processors.

Suggested Citation

  • Peter Lankford & Lars Ericson & Andrey Nikolaev, 2012. "Von Endanwendern gesteuerte Technologie-Benchmarks auf der Basis von Marktrisiko-Workloads [End-User Driven Technology Benchmarks Based on Market-Risk Workloads]," Post-Print hal-05703541, HAL.
    • Handle: RePEc:hal:journl:hal-05703541
    DOI: 10.1109/SC.Companion.2012.141
    Note: View the original document on HAL open archive server: https://hal.science/hal-05703541v1
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