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Spotlight on Financial Services with Calypso and SAP ASE

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Capital markets solutions from Calypso and SAP ASE can help your organization reduce the total number of systems in use, simplify business architecture, streamline processes, and improve efficiency – all while reducing total cost of ownership.

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Spotlight on Financial Services with Calypso and SAP ASE

  1. 1. Calypso Solutions SAP Adaptive Server Enterprise Public
  2. 2. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 2Public Disclaimer The information in this presentation is confidential and proprietary to SAP and may not be disclosed without the permission of SAP. Except for your obligation to protect confidential information, this presentation is not subject to your license agreement or any other service or subscription agreement with SAP. SAP has no obligation to pursue any course of business outlined in this presentation or any related document, or to develop or release any functionality mentioned therein. This presentation, or any related document and SAP's strategy and possible future developments, products and or platforms directions and functionality are all subject to change and may be changed by SAP at any time for any reason without notice. The information in this presentation is not a commitment, promise or legal obligation to deliver any material, code or functionality. This presentation is provided without a warranty of any kind, either express or implied, including but not limited to, the implied warranties of merchantability, fitness for a particular purpose, or non-infringement. This presentation is for informational purposes and may not be incorporated into a contract. SAP assumes no responsibility for errors or omissions in this presentation, except if such damages were caused by SAP’s intentional or gross negligence. All forward-looking statements are subject to various risks and uncertainties that could cause actual results to differ materially from expectations. Readers are cautioned not to place undue reliance on these forward-looking statements, which speak only as of their dates, and they should not be relied upon in making purchasing decisions.
  3. 3. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 3Public Presenters Karl-Heinz Hoffmann VP ISV GTM, SAP Talat Sadiq SVP Alliances and Partnerships, Calypso Vikram Pradhan Senior Director of Engineering, Calypso Ashok Swaminathan Senior Director, Product Management, SAP Mayank Shah Senior Director of Strategy, Calypso 1. Please ask questions during the question via the chat box 2. We will open up for Q&A for 10 mins at the end of the call, if we don’t manage to answer we will follow up via email 3. Attendees can download presentation by clicking from the resource list “Green Widget”
  4. 4. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 4Public SAP and Calypso Delivering innovation to the front, middle and back office 18 Years of Partnership Jointly defining next generation platforms Delivering today’s in market innovations
  5. 5. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 5Public Agenda 1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso 2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP 3. Questions and Answers
  6. 6. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 6Public Agenda 1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso 2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP 3. Questions and Answers This document represents Calypso Technology’s current view of its product direction and product development cycle as of the date of publication and is intended for informational purposes only. The development, release and timing of any features or functionality described for our products remains at our sole discretion. This document should not be interpreted as a commitment, promise or legal obligation on the part of Calypso Technology with respect to product content or timing of product development and is subject to change at any time without notice or consultation. CALYPSO MAKES NO WARRANTIES, EXPRESS OR IMPLIED, IN THIS DOCUMENT This document is subject to copyright. Complying with all applicable copyright laws is the responsibility of the user. Without limiting Calypso’s rights under copyright or under any non- disclosure agreement, no part of this document may be reproduced, stored in or introduced into a retrieval system, or transmitted in any form or by any means (electronic, mechanical, photocopying, recording, or otherwise), or for any purpose, without the express prior written permission of a Calypso authorized signatory. Calypso may have patents, patent applications, trademarks, copyrights, trade secrets, or other intellectual property rights covering subject matter in this document. Except as expressly provided in any written license agreement from Calypso, the furnishing of this document does not give you any license to use such Calypso patents, trademarks, copyrights, trade secrets, or other intellectual property.
  7. 7. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 7Public New Market Structure Realities Source: American Banker; McKinsey, BIS 27 85% $14 trillion 7% Number of years implementing Basel regulation % of vanilla USD IRS market cleared today Size of global collateral market Post regulation return on equity 7
  8. 8. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 8Public Executives Facing Challenges 8 Regulatory Challenges Business Challenges Technology Challenges
  9. 9. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 9Public Regulatory Challenges 9
  10. 10. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 10Public Business Challenges Head of FICC, Major Investment Bank “It’s all about return on capital.” 10
  11. 11. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 11Public Technology Challenges Lifecycle & trade booking systems Rates FX Credit Cash & Financing Pricing Engine Collateral Mgt Recon. Exception Handling KPIs Trade Reporting Credit RiskValuations Compliance XVA Clearing Treasury Market Risk Algos Order Mgt Static Data Market Data Payments Confirms Matching Finance GL Reg Reporting Trade Capture High Error Rate Difficult End-to-End Testing High Support Costs High TCO Fragmented Architecture 11
  12. 12. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 12Public Imagine… Pricing in a context of all known client risks (credit, market, collateral) Capital and funding charge quantified before the sales person makes a price Consistency of models between FO, Risk, BO Single Source of Data for Capital Markets and Banking Decision tools for “where to clear” pre-trade Real-time risk, pricing, and exception handling One Solution Enterprise Wide Business Analytics for Profitability, KPIs, Op Analysis
  13. 13. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 13Public Calypso + SAP Partnership Market leading Front to Back Cross Asset Trading and Treasury Platform SAP Expertise in Financial Services, Support & Latest DB Platform and In Memory Technologies The most complete Treasury and Capital Markets trading solution for SAP customers + =
  14. 14. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 14Public Calypso Treasury Trading Solution - Functional Overview
  15. 15. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 15Public Calypso Technical Architecture Overview Real Time, Processing JMS Provider Data Services Fabric Data Grid Real Time, Low-Latency Processing JMS Provider E- Markets Connectivity Real-time Trade Routing & Positions Trading Limits & Compliance … Confirmation … Analytics Risk Services Presentation Service Computation Service Desk Risk Live Update Grid Management Computation Grid Remote Data API | Security | Audit Data/Reporting Services Business Object & Static Data Access/Persistence RDBMS CCR/CVA Enterprise Risk Market Risk/VAR What If Workflow Services Business Object Workflow Web Services Business Services For Web Applications Market Data Services Policy Based Real Time Market Data BusinessInterfaces Bloomberg/ReutersDTCCMarkitWire…SWIFT CalypsoGateway(XML/FPML) Settlements Connectivity
  16. 16. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 16Public Capital Markets Treasury Trading Solution Consolidate Cash and Derivatives Trading • Simplify your trading environment • Reduce costs and TCO • Improve Return on capital Meets Regulatory Requirements • Regulatory Reporting • Capital Optimization • Liquidity and collateral management • Monitor risks in real time Provide a platform for future innovation & business growth • Flexible solution to meet current / future needs around Customer Facing and Treasury Business Lines • Integrated with Industry Utilities (Exchanges, CCPs, etc) and Internal GL lowering implementations costs FO MO BO FX FI Equity IRD CMD Front-to-Back CROSS-ASSET CRD Cash Derivatives Single System, No Siloes Minimized Integration Modern Future-Proof Platform Seamless processing Centralized data Unified pricing, risk and analytics EFFICIENT, COST EFFECTIVE, HIGHLY OPTIMIZABLE
  17. 17. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 17Public Gartner – Magic Quadrant Key Highlights  Product Innovation:  Bank-in-a-Box  New Front Office Workstation  Modern Treasury  Cloud delivery  Forward-thinking partnership with SAP  Client references Source: Gartner
  18. 18. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 18Public Roadmap for Integrated SAP Ecosystem Cash Trading Derivatives Trading Risk& Limits Post Trade Processing Clearance / Settlements Sub Ledger Accounting Treasury Collateral CRM (SAP – CRM) Account Origination Business Partner Customer Interaction Center Campaign Management Activity Management Banking Services (SAP-BaS) Transaction Processing Loans Mgmt. Deposits Mgmt. Collateral Mgr Settlement and Pricing Master Contracts Accounting for Fin Instruments Source Data LayerProfit Analyzer Limit ManagerResults Data Layer Bank Analyzer (SAP-BA) Electronic Funds Transfers Wires and Cheques Bill Payments Loans Payments ABM/ POS Payment Engine (SAP-PE) Accounts Receivable Accounts Payable Reserve Bad Debt Incentives/ Commissions General Ledger (GL) Enterprise Core Component (SAP-ECC) ETL Balance Sheet Reconc hub Segment Reporting P/L and Contrib Margin Business Warehouse (SAP-BW HANA) SAP Liquidity Risk Mgmt (SAP-LRM) Liquidity LCR Treasury Reporting Forecasts 1 Counterparty/ Entity Data 2 Postings + Cash Flows 2aPostings 2c Cash Flows 2bCash Flows + Postings 3 Payments (Swift) 4 Collateral Movements Trades SAP Capital Markets Trading and Treasury By Calypso Key Highlights  Seamless integration with SAP applications  True Bank in a Box, Increased RoE  Faster and efficient response to Reg Changes
  19. 19. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 19Public SAP ASE Calypso Partnership  Calypso runs on ASE for transactional processing  Our R&D teams are partnering to optimize performance of Calypso on ASE  Additionally, our joint R&D teams are collaborating to ensure that our clients get benefits from deployment technologies and platforms offered by SAP ASE Cap Markets/ Treasury Solution Runs on ASE SAP ASE
  20. 20. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 20Public Calypso Roadmap with SAP Platform Technologies - Calypso recently certified SAP ASE v15.7 on Calypso’s V14.4 Patch release - Subsequent to v15.7 certification, Calypso is working on certifying SAP ASE 16 on our next application release - We are evaluating how clients can leverage SAP ASE v16 features (e.g. HA/DR & Performance) to optimize deployments - Our R&D teams are also collaborating to evaluate SAP’s in-memory DB (SAP HANA) technologies for performance intensive analytics and risk runs
  21. 21. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 21Public Agenda 1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso 2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP 3. Questions and Answers
  22. 22. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 22Public ASE Strategy • Continued investment to address market requirements for high throughput and low latency apps • Reduce operational costs and be the best TCO DBMS for custom and packaged apps • Provide a best-of-breed solution by leveraging HANA Drivers Increasing Transaction Speed Exploding Data Volumes Increasing Complexity Technology Drivers ASE Strategy
  23. 23. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 23Public Historical Perspective: 3 Years of Feature-Packed Releases Feature Rich Releases in Quick Succession • Incremental reorg • Incremental dump database • Shrink DB • Performance : • - Insert, create index - Dump and Load • Monitoring and Diagnosis 20142013 2015 ASE 15.7 SP 100: Reduce TCO ASE 16: Scale, Speed, Security • Scale-up on large SMP systems • Partition-level locking • Index compression • Full database encryption • Residual data removal • Multi-trigger support ASE 16 SP02: Acceleration, Availability, Agility • Extreme Transaction processing support • Single HA and DR solution based on synchronous replication • Workload Analyzer for easier troubleshooting and upgrade • Increased data availability
  24. 24. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 24Public • In Memory Technology (Database MemScale Option) • Compiled Queries, Latch Free Index, Lockless Data Cache, SSD As Cache, Transactional Memory • Report Acceleration (SAP HANA Accelerator for ASE) • Enable ASE reports to run faster on HANA • Manage ASE from HANA, as part of HANA Cluster • Replication Based HA (Database Always-on Option) • 2 node HA Cluster – with zero data loss • Can be configured for HA/DR • Workload Analysis (Workload Analyzer Option) • Capture and Replay Workloads • Capability incorporated in ASE server • Cloud Readiness • Support ASE on HCP/AWS Performance Availability Ease of Use ASE 16 SP02: Key Features
  25. 25. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 25Public ASE 16 – Start Of High Performance Focus 0 500000 1000000 1500000 16 32 48 64 80 Scale-up Performance Transactions per minute > 1 million tpm Engines Environment SUSE Linux Enterprise Server 11 Platform: 8 sockets/80 cores Intel® Xeon® E7- 8870@2.40GHz with 1TB RAM Feature Description Scale up on large SMP systems • Minimize locking/latch contention, in highly concurrent environments • Enhancements in the area of run time logging optimization, metadata management, lock management Partition level Locking • Granular locking for partitioned table • Enables Concurrent DDL and DML operations on a table Dynamic Thread Assignment • Allows executing query plans in parallel with fewer resources/threads • If # of threads < work units, threads completing execute remaining tasks Index Compression • Index compression enabling storage savings for large indexes • Completes current capabilities - data compression (row/page), LOB, backup Optimized Star Join Queries • Allows hints in the join syntax • Can use the syntax “plan (use fact_table tablename)” –query processing optimizations related to star join
  26. 26. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 26Public Recent SD Benchmark Results with ASE • Recent SAP SD benchmarks with ASE 16 shows dominance over Microsoft on same 2 and 4 processors • Benchmark on June 1 performed on a hardware priced much lower than that used in the May 5. With similar range of number of users, this provides even higher price performance. Date Hardware CPU Operating System RDBMS Users 5/5/2015 • HP ProLiant DL580 Gen9 Intel Xeon E7- 8890 v3, 2.5 GHz, 4 Processors RHEL 7 SAP ASE 16 31,000 Windows Server 2012 Datacenter Edition Microsoft SQL Server 2012 29,360 6/1/2015 • HP ProLiant BL660c Gen 9 Intel Xeon E5- 4669 v3 2.1 GHz, 4 Processors RHEL 7 SAP ASE 16 27,315 Windows Server 2012 Datacenter Edition Microsoft SQL Server 2012 27,200 6/1/2015 • Dell PowerEdge M830 Intel Xeon E5- 4669 v3 2.1 GHz, 4 Processors RHEL 7 SAP ASE 16 29,254 11/9/2015 • Dell PowerEdge R730 Intel Xeon E5- 2699 v3, 2.3 Ghz, 2 Processors RHEL 7.1 SAP ASE 16 15,120 Windows Server 2012 R2 Standard Edition Microsoft SQL Server 2012 13,680
  27. 27. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 27Public SAP ASE 16 SP02 – High Performance Features To Be Developed T/SQLJDBCODBC XOLTP QP Parallel Dynamic ThreadingCode Compile MVCC In-memory Row Store Main Memory Lockless Metadata Transaction Memory Kernel Threading Disk Flash Disk Upcoming New In SP02 Buffer Cache Scripts Available Latch Free BTree Lockless Data Cache Simplified Native Access Plans (Compiled Queries) • Compiled query plans – faster execution • Transparent to applications and users Latchfree B-Tree on Indexes • Reduces contention • Increases concurrency and performance Lockless Buffer Manager • Decreases cache contention • Increases concurrency and performance Transactional Memory • Minimize contention leveraging hardware for identifying memory conflicts Non Volatile Cache Management • Leverage SSD for storing frequently accessed/updated pages Latch Free BTree Lockless Data Cache
  28. 28. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 28Public Workload Capture and Replay High-Level Architecture Replay Engine ASE Cockpit AdministrationMonitor Collection Alert Coordinator MonitorClient Threads Cockpit Core Workload Capture and Analyzer PresenterTDS Parser Analyzer Reposito ry AMF Kernel Network Thread Receive/ Send Read TDS Write PCAP File Production/ Test ASE TDS Raw Workload PCAP/TDS Repository DBMS Server Rapidlog 1 2 3 4 5 Capture Analyze Replay Analyze Use Case • Identify problematic queries. • Investigate client activities. • Measure impact from configuration changes. • Evaluate migration options. • Problem reproduction • Get advice from analyzing captured workload (advisors). • Evaluate upgrade options/new features.
  29. 29. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 29Public HADR Cluster Always-On For High Availability HADR Cluster Log-based Logical Replication Based  Synchronous, Near-Synchronous, Asynchronous  Zero Data Loss in Synch (RPO=0) Fast failover (<2 minutes normally)  Planned failovers <1 minute Currently limited to 2 nodes  Multi-standby on the roadmap Capabilities Automated fault detection Automated transparent client failover  Planned and unplanned failover support Companion can be read-only for reporting Zero-down time major upgrades HADR Service HADR Service Primary ASE Companion ASE Read/Write Read Only
  30. 30. Roadmap/Focus Areas This presentation outlines our general product direction and should not be relied on in making a purchase decision. This presentation is not subject to your license agreement or any other agreement with SAP. SAP has no obligation to pursue any course of business outlined in this presentation or to develop or release any functionality mentioned in this presentation. This presentation and SAP's strategy and possible future developments are subject to change and may be changed by SAP at any time for any reason without notice. This document is provided without a warranty of any kind, either express or implied, including but not limited to, the implied warranties of merchantability, fitness for a particular purpose, or non-infringement. SAP assumes no responsibility for errors or omissions in this document, except if such damages were caused by SAP intentionally or grossly negligent.
  31. 31. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 31Public Future direction Key Areas Of Focus This is the current state of planning and may be changed by SAP at any time. SAP ASE Increased Market Data Load Performance In-Memory Processing High Availability Storage & Operational Simplicity SAP Business Suite Security & Auditing Cloud Support HANA Integration
  32. 32. © 2016 SAP SE or an SAP affiliate company. All rights reserved. 32Public Agenda 1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso 2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP 3. Questions and Answers
  33. 33. Thank you

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