The CUDA-Based Simulation System for Financial Risk Calculation
Our client is a global provider of insurance and reinsurance services.
It was necessary to create a solution that could reduce the risks caused by market movements, providing real-time evaluations of the hedge funds’ portfolio.
We created a CUDA-based simulation system for financial risk calculation. This solution runs Monte-Carlo simulations in an HPC environment to calculate complex financial risks in real-time.
Value delivered by JetSoftPro
- Best Practice Development
- Stable and secure solution
- Digital Business Transformation
Our team was to perform the following tasks:
- increased in performance up to 50 times, using GPU in comparison to CPU calculation
- improved the accuracy of analytics and the decision-making process