A number of factors influence the speed of XVA computations, including the size of the portfolio, the amount of market data, and the configuration of the Monte Carlo simulations themselves.
Find out how Quantifi has accelerated the performance of these large scale workloads by leveraging Intel’s latest hardware.
- The need for faster XVA calculations
- Factors influencing the speed of XVA computations
- How to accelerate the performance of large XVA workloads
- Test results: how Quantifi has accelerated performance with Intel
- Rama Krishna Nagamalla, Senior Development Manager, Quantifi
- Mahesh Bhat, Principal Engineer, Intel
Date & Time
21st April 2021
3pm BST / 4pm CET / 10am EST