Vault Report: OpenShift & STAC-A2 (derivatives risk) on Cascade Lake AP

For comparison to previous bare metal results on the same hardware

28 July 2020

Red Hat recently performed unaudited STAC-A2 Benchmark tests using Red Hat OpenShift on a machine from previous STAC-A2 tests in order to enable a performance comparison to bare metal.

STAC-A2 is the technology benchmark standard based on financial market risk analysis. Designed by quants and technologists from some of the world's largest banks, STAC-A2 reports the performance, scaling, quality, and resource efficiency of any technology stack that is able to handle the workload (Monte Carlo estimation of Heston-based Greeks for a path-dependent, multi-asset option with early exercise).

These STAC-A2 tests were performed on Red Hat Enterprise Linux 7.8 running RedHat OpenShift 4.3 in an Intel Server System S9200WK SDP with 2 x Intel Xeon Platinum 9242 ("Cascade Lake AP") processors. The Intel-authored implementation code used Intel Parallel Studio XE 2019 Update 5, which includes Intel TBB, Intel MKL, and Intel MPI.

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