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Deutsche Bank
13:25-13:45 Deutsche Bank: Leistungsoptimierung für Risk Management
DB InfrastructureFinance Data WarehouseSAS Performance Initiative
Contributors:Marco Pighetti (Deutsche Bank AG), [email protected] Immler (ext. Consultant), [email protected] Ströhle (ext. Consultant), [email protected]
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‣ What the department does
‣ What the application does ‣ What the infrastructure looks like today ‣ How the infrastructure might look like
tomorrow
Agenda
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‣ We belong to ‣ Finance Technology ‣ Sub-domain Finance Data Warehouse (FDW)
‣ We support ‣ Group-wide consolidation, calculation and reporting of Credit Risk values, e.g. ‣ Regulatory requirements: KWG, Basel III and IIII, IFRS, AnaCredit, stress tests ‣ Risk requirements: RWA, EL, EC, Value at Risk, Specific Loans
‣ Preparation of specific ad hoc – reports for ~ 150 power user and DB Board to mange and control the Bank
‣ We process via SAS: ‣ 1 TB of data per run ‣ A flatfile with 2400 Variables and 35 Million Transactions ‣ 2 million lines of code (1/3 written, 2/3 generated) ‣ 16h runtime on the SAS side only (complete production: 40 h) ‣ 1 daily run, 4 weekly run, 5 different monthly productions, various stress tests
Who we are & what we do
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SAS Engines standard process in FDW
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What the applicaion does
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Infrastructure today
SAS Node
Storage
ExaData NFS
SAS Node SAS NodeSAS NodeSAS Node
daily monthly … … …
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Development
Integration
User Acceptance Test
Production
Infrastructure today (2)SAS Node SAS Node SAS NodeSAS NodeSAS Node
daily monthly … … …
SAS Node SAS Node SAS NodeSAS NodeSAS Node
daily monthly … … …
SAS Node SAS Node SAS NodeSAS NodeSAS Node
daily monthly … … …
SAS Node SAS Node SAS NodeSAS NodeSAS Node
daily monthly … … …
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so what to do ?
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Database Layer
Process Layer
Portion Layer
180 181……..
180 181302 303 …..301
MA_I_CONT
101
Create small datasets
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NVMe Karte 1 vs NVMe Karte 2
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Storage Box1 vs Storage Box2
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GPFS vs FS1
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GPFS vs FS2
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What the infrastructure might look tomorrow
Development
Integration
User Acceptance Test
Production
SAS Node SAS Node SAS NodeSAS NodeSAS Node
SAS Node SAS Node SAS NodeSAS NodeSAS Node
SAS Node SAS Node SAS NodeSAS NodeSAS Node
SAS Node SAS Node SAS NodeSAS NodeSAS Node
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What the infrastructure might look tomorrow
SAS Node
GPFS Heads
ExaData NFS
SAS Node SAS NodeSAS NodeSAS Node
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‣ disable HyperThreading ‣ disable virtualization features ‣ change BIOS settings of other relevant
options ‣ alignment of SAS Workers ‣ select workload scheduler
Other Tweaks
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Thank you for your support!
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