1. Ideas for 2014
IT for Risk Management
Inforisk.es
SIMPLIFYING COMPLEXITY

2. Existing Investment in Misys KGR/MGR
 Cost effective way to achieve goal
 Hidden Cost
 Solutions
 Vision & road map
Inforisk.es
SIMPLIFYING COMPLEXITY

3. Existing Investment in Misys KGR/MGR
Remote
Support
Time series
import
Decay factor
bug
Totals
calculations
Strategies
import/KIM
4GB
limit
issue
KGR
Manual
splitting into
sub MRPs
Connection
timeout bug
MGR
NPV
correction
Perl Scripts to
distribute
across servers
Re-import of
PVS for
performance
Inforisk.es
SIMPLIFYING COMPLEXITY
Deal attribute
enhancement
KSP/Bond SP

4. 2012/2013 Prices Misys compatible databases
2012/2013 Prices
misys compatible
databases
“Estimated; will depend on actual bandwidth / IO used"
Inforisk.es
SIMPLIFYING COMPLEXITY

5. Legacy/Leading Edge
High cost of fixing
bugs due to being
beta user
Sybase DB
Inforisk.es
SIMPLIFYING COMPLEXITY
MGRc
High cost of legacy
system as vendor ‘milks’
locked in customers

6. Deal Flow
Deal
Deal
Input
Input
Deal
Error
Error
Screen
Screen
Flow
Flow
Monitor
Monitor
Deal
Deal
Manager
Manager
K+
K+
Deal Flow
Deal Flow
Engine
Engine
Generated
Deals
Trigger
sproc
Inforisk.es
SIMPLIFYING COMPLEXITY
Generate
sproc
DB
DB

7. Deal Flow Alternative
Deal
Deal
Input
Input
Deal
Deal
Deal
Manager
Manager
KIS
KIS
d
te
a
e r ls
n a
Ge De
TradeKast
TradeKast
DB
DB
Trigger
sproc
Inforisk.es
SIMPLIFYING COMPLEXITY
Custom
Custom
Engine
Engine
(KIM?)
(KIM?)
K+
K+

8. Deal Flow
Deal Flow
+
+
+
+
Slightly simpler architecture
Slightly quicker to implement
Error shown in GUI
Flow monitor in GUI
Inforisk.es
SIMPLIFYING COMPLEXITY
Deal Flow Alternative
+ Lower cost

9. VaR in Spotfire now (SubMRP)
Ris
Ris
Katcher
Katcher
XML
KGR
Perl
Perl
Scripts
Scripts
RK
RK
CSV
XML
Perl
Scripts
MGR
KIM
MGR
RK
RK
Manual Input
+
Workaround
strategies
Situation Now
(More or Less)
Inforisk.es
SIMPLIFYING COMPLEXITY
DB
DB
sproc
sproc
Kondor+
Kondor+
Spotfire

10. VaR in Spotfire Future
RK
RK
Summary
MRPs
MGR
MGR
XML
Grid Manager
RK
RK
Scenario
Drill-down
On-demand
RK
RK
Recalculate request
Intra day
Inforisk.es
SIMPLIFYING COMPLEXITY
Spotfire
In memory
Hyper Cube
K+
K+

11. MRP Breakdown/Reassembly
Requests
RK
RK
PVs
Deals
RK
RK
Deals
RK
RK
Scenario
Inforisk.es
SIMPLIFYING COMPLEXITY
Scenario

12. Cineca
MRPs
In memory
Hypercube
Grid
Coordinator
MGR
Scenarios
Server
Sybase /
MS SQL
($)
Inforisk.es
SIMPLIFYING COMPLEXITY
Farm
Sybase /
MS SQL
($)
Sybase /
MS SQL
($)
Spotfire

13. Cineca
MRPs
In memory
Hypercube
Grid
Coordinator
MGR
Scenarios
Server
Farm
QL
S S er
M rv ?
se d ?
u
clo
Inforisk.es
SIMPLIFYING COMPLEXITY
Spotfire

14. Cineca
MRPs
In memory
Hypercube
Grid
Coordinator
MGR
Scenarios
Server
Inforisk.es
SIMPLIFYING COMPLEXITY
Farm
Spotfire

15. Grid Coordinator + In Memory Hypercube
Advantages
+
+
+
+
+
+
+
+
+
Quicker – Better Performance
Simpler – Less maintenance
Less configuration /reconfiguration
More cost effective
Applicable to Cineca
Intra day recalculation possible
Scalable
No Legacy costs
PVs calculate once for RF & Totals
Inforisk.es
SIMPLIFYING COMPLEXITY

16. Inforisk.es for software Development
Reasons Why?
+ Low overheads – no debt to service
+ Experience in scalable, 24/7, secure (c.c.)
+ Experience in massively parallel distributed
computing
+ World class developers in Poland
+ KIM/EM ID installed at Unipol now
+ Customers - DB, Nomura, CSFB, CG, Reuters,
+ CRs implemented quickly
Inforisk.es
SIMPLIFYING COMPLEXITY

17. Action Request
+Grid Coordinator
+In Memory Hypercube (Rk/Spotfire)
+Deal Generator
Proposal with specifications and roadmaps
Inforisk.es
SIMPLIFYING COMPLEXITY

18. Grazie
Thank You
Gracias
Inforisk.es
SIMPLIFYING COMPLEXITY

19. Linux Advantages
+GPU for CVA calculations performance
+Compatible with Cineca
+Future proof
+Runs on existing hardware
Inforisk.es
SIMPLIFYING COMPLEXITY

20. The Future
+ Less RDBMS
+ More in memory
+ Processing
+ Memory
Inforisk.es
SIMPLIFYING COMPLEXITY

21. Single Server vs Distributed Computing
Single Server
Memory to 4TB
Processors to 96
+ No comms delay
+ Resource contention in h/w
+ No sync issues
Distributed Computing
+ Memory unlimited
+ Processors unlimited
- Comms delays can
outweigh advantages
- Syncing state
- Resource contention
Better for aggregations/analysis Better for calculations MapReduce
(Possible scaling across servers by 1 hypercube/day)
Inforisk.es
SIMPLIFYING COMPLEXITY