Grid Compute Engine

To handle large volumes of exposures or simulations, we offer a version of the Compute Engine that has been optimized to run on grids of low cost computers. This is an efficient method to handle large volumes. It is possible to manage hundreds of thousands of exposures in real time with a small grid. The grid can also be used to increase the number of simulation runs and improve the accuracy of the results. This is especially useful for structured products that do not have closed form solutions.

Risk Controller scales with your requirements. For moderate sized portfolios, it can be hosted on a single server. For larger portfolios and faster results, the Monte Carlo engine is designed to take advantage of additional servers by distributing its simulation across multiple machines. Whether via a dedicated cluster or an enterprise Grid, Risk Controller integrates seamlessly with industry standard grid frameworks, including the Sun Grid Engine (SGE) and the Globus Toolkit.

Risk Controller is supported on a variety of server platforms, including both SPARC and Intel servers running Solaris, Windows Server and Linux. The Web application is hosted in a standard J2EE servlet container, and is supported on all popular application servers including Tomcat, Weblogic, Websphere, and JBoss. Supported databases include Oracle, SQLServer, MySQL and Sybase.