Quantifi Leverages Intel Hardware to Accelerate XVA Calculations

In this presentation, experts from Quantifi and Intel explain how leveraging Intel’s latest hardware can accelerate the performance of largescale XVA workloads by increasing performance of the CPU and improving the efficiency of I/O.

Agenda

  • The need for faster XVA calculations
  • I/O acceleration for faster XVA: Improved GRID Efficiency
  • Intel Xeon Platinum 8280L Processor
  • Improved I/O throughput with Intel Optane Persistent Memory

Speakers

  • Rama Krishna Nagamalla, Senior Software Developer, Quantifi
  • Mahesh Bhat, Principal Engineer, Intel Corporation

insights

Innovative thinking

Whitepapers

How to Accelerate XVA Performance

As banks look to reduce, mitigate, and optimize XVA and other capital charges, they are making investment in XVA capabilities in an attempt to solve the computational challenge of simulating a full universe of risk factors.

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Client Stories

Piraeus Bank Addresses XVA Requirements with Quantifi’s Single Solution

Piraeus Bank (Piraeus) is the largest bank in Greece, in terms of assets, and is considered the most innovative in the Greek market.

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News

Quantifi & EY Seminar Reveals Challenges and Benefits of XVA

Quantifi hosted a joint seminar with EY in Frankfurt. Senior practitioners from leading financial institutions, regulators and other market participants gathered for a compelling evening of unique insights and discussion on XVA (CVA, DVA, FVA).

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