Super-computer performance for real-time risk analysis at one of the top five stock exchanges in the world (measured in terms of number of trades per day).
PRISM for NSE
AT A GLANCE
Super-computer performance for real-time risk analysis at one of the top five stock exchanges in the world (measured in terms of number of trades per day).
Allowing traders to trade with less margin money and yet tightly controlling their risk exposure with complex mathematical models run on supercomputers, not simple business rules.
Solutions,not ideas
Designing the PRISM (Parallel Risk Machine) which works on a cluster of relatively inexpensive computers with a low-latency communication layer (MIP) to tie the cluster together to deliver supercomputer performance with always-on reliability.
Challenges, not problems
Allowing traders to trade with less margin money and yet tightly controlling their risk exposure with complex mathematical models run on supercomputers, not simple business rules.
Solutions,not ideas
Designing the PRISM (Parallel Risk Machine) which works on a cluster of relatively inexpensive computers with a low-latency communication layer (MIP) to tie the cluster together to deliver supercomputer performance with always-on reliability.
NOW THAT’S VALUE
PRISM integration enabled the NSE to reach unprecedentedlevels of trading throughput and riskmitigation. It became the only exchange in the world to use real-time Value-At-Risk analysis techniques to build an efficient marketplace.
NOW THAT’S VALUE
PRISM integration enabled the NSE to reach unprecedentedlevels of trading throughput and riskmitigation. It became the only exchange in the world to use real-time Value-At-Risk analysis techniques to build an efficient marketplace.
