The CUDA-Based Simulation System for Financial Risk Calculation - JetSoftPro | Custom Technology Solutions & Software Development
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The CUDA-Based Simulation System for Financial Risk Calculation

Expertise:

Software/Product Development Life Cycle
Business Automation Platforms & WFM

Services:

Digital Business Transformation
Security Solutions
Software Product Development
Technology Consulting

Technologies:

CUDA

Industry:

Insurance

Client Background

Our client is a global provider of insurance and reinsurance services.

Business Challenge

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.

Solution

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

Product Overview

Client’s Goals

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​
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