Graphics processing unit (GPU)
Benchmarking deep neural networks for low-latency trading and rapid backtesting
Faster, more powerful graphics processing units have the potential to transform algorithmic trading and offer a credible alternative to more expensive devices, explain Nvidia’s technology engineering team
Mnuchin makes life harder for quants
Proposed CCAR changes make KVA calculations even more complex
TriOptima adds MVA calculations to XVA service
Three firms have signed up to use the tool, which calculates MVA across 100,000 scenarios
Structured products desks join the AAD revolution
Mathematical technique allows dealers to perform risk-sensitivity calculations 50 times faster
Big data and cloud computing are banks' next tech challenges
Bank technology needs continue to evolve
Cutting edge introduction: Adjoints - maintaining the legacy
Quants at UBS show how to speed up the calculation of sensitivities without tearing up legacy code
End of the bumping grind?
In quest for processing power, banks are choosing 'unnatural' calculus over fancy chips
AAD vs GPUs: banks turn to maths trick as chips lose appeal
A maths trick is taking on – and beating – fancy chips as banks try to boost their computing power
In-house system of the year: Danske Bank
Risk Awards 2015: CVA in 10 seconds on a MacBook Pro – Danske can do it
Cutting Edge intro: maths versus machine
Banks can use maths - rather than special chips - to boost computing speed
Chip and win: Banks expand use of GPUs
As computational demands on banks have increased, some have turned to powerful graphics processing units, but these were initially applied at the transaction pricing level. Now, they are starting to cover portfolio valuations and other enterprise-level…
What tomorrow's hardware means for today's risk systems
The case for dynamic efficiency