STAC Report: STAC-A2 (derivatives risk) on Intel Sapphire Rapids
Sapphire Rapids improves on Ice Lake’s throughput, speed, and efficiency.
26 September 2023
STAC recently performed the first STAC-A2 Benchmark tests on Intel’s Sapphire Rapids CPUs. The stack featured 2 x Intel® Xeon® Platinum 8480+ (Sapphire Rapids) processors at 2.0 GHz in a QuantaGrid D54Q-2U system with 1 TiB of memory and running Fedora Linux 38 (Server Edition). The server had patches applied to mitigate Spectre & Meltdown security vulnerabilities.
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).
Intel wished to highlight several results from this report:
- Compared to a similar 2-socket system using Intel® Xeon® Platinum 8380 (Ice Lake) processors and previous versions of the oneAPI toolkits (SUT ID INTC210315), this solution delivers:
- 1.43x the throughput1
- 1.53x the speed in warm runs of the large problem size2
- 1.26x the speed in warm runs of the baseline problem size3
- 1.38x the space efficiency4
- 1.10x the energy efficiency5
- 1.13x the number of correlated assets simulated in 10 minutes6
For details, please see the report at the link above. Premium subscribers have access to the code used in this project as well as the micro-detailed configuration information for the solution. To learn about subscription options, please contact us.
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