Spotlight on Financial Services with Calypso and SAP ASE

Calypso Solutions
SAP Adaptive Server Enterprise
Public

© 2016 SAP SE or an SAP affiliate company. All rights reserved. 2Public
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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
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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
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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

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

Agenda
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.

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

Executives Facing Challenges
8
Regulatory Challenges
Business Challenges
Technology Challenges

Regulatory Challenges
9

Business Challenges
Head of FICC,
Major Investment Bank
“It’s all about return on
capital.”
10

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

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

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
+ =

Calypso Treasury Trading Solution - Functional Overview

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

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

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

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

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

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

Agenda

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

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

• 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

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

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
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
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

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

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.

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

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.

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

Agenda

Spotlight on Financial Services with Calypso and SAP ASE

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