Real Time Risk Product on the Amazon Web Services (AWS) F1 instance
FOR IMMEDIATE RELEASE
London, United Kingdom, May 09, 2017 - Maxeler is proud to announce its Real Time Risk product on
the Amazon Elastic Compute Cloud (Amazon EC2) F1 Instances, starting with a Counterparty Risk
instance for pre-trade Credit Value Adjustment (CVA) on Amazon Web Service (AWS). With General
Availability of the Amazon EC2 F1 Instances and the Maxeler collaboration with AWS, Maxeler is
expecting to start serving initial customers with CVA on F1 by the end of the month. “It’s great to see
Maxeler’s high-performance technology now being implemented on AWS for clients,” says Geoff
Smailes, Chairman at Maxeler Technologies.
Maxeler Dataflow Engines (DFEs) have already been used in Production for several years. “We are
proud that our latest MAX5 DFEs are fully compatible with Amazon EC2 F1 Instances,” says Oskar
Mencer, CEO of Maxeler Technologies. “One such DFE implementation for Real Time FX Risk has
recently been installed at a Tier 1 investment bank.”
Maxeler Real Time Risk is a rich suite of Finance Risk tools and components, including CVA, SIMM, but
also a full derivatives pricing library, driven by Bloomberg market data. Clients can upload their trades
and portfolios using the industry standard FPML format. RTR runs on AWS CPU cloud instances or for
ultrafast real-time purposes on Amazon EC2 F1 Instances. For complex risk models, Maxeler DFE
implementations reduce compute times from hours to minutes and minutes to seconds.
Maxeler RTR is available both on the Cloud and on-premise with Maxeler’s MAX5 product generation,
which is fully compatible with Amazon EC2 F1 Instances. RTR is also ideal for building your own solutions
for FRTB, CCR and extended scenario analysis. RTR comes with complete dashboards as well as an
optional API-based library with full source code.
Source: Maxeler Technologies