In the Financial Services industry, the most competitive firms are able to maximize returns while minimizing risk in the shortest time possible. A high performance, scalable and flexible analytics infrastructure is critical – to recognize trends and identify affinities earlier, extract hidden patterns, achieve a higher level of accurate and actionable risk intelligence, and capture emerging market opportunities immediately.
In this session, using customer examples and corporate research resources, IBM explored capabilities that enable high velocity risk and trading analytics – to support more complex pricing, valuation and risk scenarios in near real-time as well as program trading with minimal latency. Achieving these goals requires an analytics infrastructure that delivers tremendous scaling of financial simulations within data center space, power and cooling constraints.
High performance, scalable I/O is critical to be able to analyze escalating volumes of market and trading data in less time. The right combination of hardware architecture, software tooling and integration can enable faster deployment of new calculation engines, high-value algorithms, applications and complex financial products. Tools to optimize compute resources utilization and protect compute-intensive jobs are available to improve flexibility and resiliency.
- Len Santalucia, Linux Impact Team, IBM Corporation (moderator)
- Alan King, IBM Research Staff, IBM Corporation
- Kurt Ziegler, Executive Vice President, ASPEED Software
- Steve Zucknovich, Chief Technologist, Reuters
The above presenters then participated in a panel, along with:
- Kwasi Asare, System x Product Marketing Manager, IBM Corporation
- Kevin Gildea, Distinguished Engineer – Software Strategy & Architecture, IBM Corporation
- Lurng-Kuo Liu, IBM Research Staff, IBM Corporation – Cell Broadband Engineâ„¢ multi-core accelerator technology
- Ted Ts’o, Linux Technology Center – Real-Time Linux and JVM, IBM Corporation
