Exadata V2 / Sun Oracle Database

Machine and POC results for Market

Risk Reporting
 Presentation is split into 2 parts

• Slides 3 – 26 highlight Market Risk POC results, just

completed for another Tier 1 Investment Bank
• I wanted to provide a very relevant real life example of
Oracle Exatadata’s performance capabilities
• Slides 27 - 49 provide an overview of Oracle’s Exadata /
Database Machine
Market Risk Reporting & Analysis
POC just completed for another Tier 1 Investment bank
 Value Proposition and why Oracle
• We make near real-time / on-demand risk and reporting
a reality
• This demonstrably improves risk management and
governance
• This increases trading revenues, reduces trade losses
and reduces operational costs
• We are not market risk specialists
• We do not have a pre-built market risk platform
• We do have game changing technology and experience
of building risk platforms
Why are firms doing this now?
Most investment banks are unable to view risk on-demand or in near
real-time
Especially by trade, by instrument, by book, by counter-party, across
asset classes or bank wide
Why?
• Trading systems and risk systems are typically siloed
• Historically, risk has been calculated overnight
• Recent market events driving need for intra-day risk capabilities
• More advanced risk calculations e.g. gamma risk for credit
derivatives has taken too long to be viable so quants ran simpler
risk models … not any more!
• Oracle Sun Exadata now offers Complex Risk Reporting and
management of large data volumes in Near Real Time.
• Oracle Coherence is still the solution for Real Time Data Access
needs
 Tier 1 Market Risk POC - Test Configuration

• HP Oracle Database Machine

(V1 Hardware)
• Exadata V2 Software
• Oracle 11g Release 2
• 8 Oracle Database servers
• 64 Intel processor cores
• Oracle Enterprise Linux
• 14 Exadata Storage Servers
• 75.6TB raw storage
• InfiniBand switches
 Test Scenarios
• Tests based on actual Market Risk data.
• Tests carried out on risk data volumes from 3 million
(current) to 80 Billion (future) rows.
• Load tests based on loading from 3 million (current) to 2
Billion (Future) rows four times a day (8B total/day).
• Query tests based on actual SQL generated from front-
end reporting systems.
• Additional query tests run using Materialised Views and
OLAP cubes for comparison.
• The tests were carried out to provide a comparison
between an Oracle Exadata solution and an existing
Oracle Data Warehouse solution
 Test Results
• Loading:
• Current customer solution load takes 6 minutes (3M rows).
• Tested load on Exadata takes only 4 minutes to load 2 Billion rows
• 1000 times greater load capacity (Could be improved with tuning).
• Data loaded in a compressed form (about 7-1 compression) saving large amounts of
storage space and improving performance.

• Queries:
• All query tests initially carried out against base tables (no indexes, materialised views or
other tuning).
• The current system has reached it’s performance limit
• Exadata scaled to data volumes over 25,000 times greater than the current system (and
still had lots of room for greater expansion).
 Test Results

• Query Performance Enhancements:

• Current system uses over 250 Materialised Views
for performance reasons.
• It currently takes 25 minutes to create these views
(against 3 million rows).
• It takes only 15 minutes to create all the views in
Exadata (against 2 Billion rows).
• One OLAP Cube can be used to replace over 250
Materialised Views (and can provide many more
dimensions of analysis!)
• It took only 10 minutes to create the single OLAP
cube.
• Queries from the Cube have sub-second response
times.
 Test Results
• A generic Materialised view (can be used in
lots of different queries) reduced the query
time for one of the sample queries from 1
Min 8 Seconds to 17 seconds and took only
20 seconds to create.
• A targeted Materialised View (specific to a
number of queries including the example
above) reduced the query time to sub-
second and took less than 2 seconds to
create (from the generic materialised view).

• A single OLAP cube took only 20 minutes to

create, replaced all 250+ materialised
views and provided many more dimensions
of analysis than the MV’s it replaced. The
same query run against the OLAP cube was
also sub-second
 Sample Test Results
• One of the sample queries currently takes 10 Mins 18 Secs to run against the 3M rows of data.
• The tested Exadata solution took only 2 mins 3 Secs to run against 80B rows of data!

• One of the sample queries currently takes 1 Mins 45 Secs to run against the 3M rows of data.
• The tested Exadata solution took only 47.5 Secs to run against 80B rows of data
 Future Testing

• The Sun Oracle Database

Machine is even faster (more than
twice as fast).
• Faster Processors - Intel Nehalem at
both the Database and Storage tiers
• Faster I/O – Infiniband Quad Data
Rate cards (21 GBytes/Second)
• Flash Storage (5TB) for data caching
• Automatic Storage Indexes
 Market Risk Platform – High Level Target
Architecture for Tier 1 bank
Oracle Components
Trading Risk Engines Counterparty Data Reporting
Apps Analytics
Modelling
MDM

FX

BI

Rates Intra Day Historical

Data Data
Analytics
Modelling

Credit
 Risk Analytics
powered by Oracle Business Intelligence

Data Ad-hoc Interactive Essbase Reporting & Proactive Disconnected MS Office

Integration Analysis Dashboards Analytics Publishing Detection & Mobile & Outlook
and Alerts Analytics Integration

Common Enterprise Information Model

Integrated Security, User Management, Personalization
Multidimensional Calculation and Integration Engine

Intelligent Request Generation and Optimized Data Access Services

OLTP & ODS Data Warehouse Essbase SAP, Oracle Files Business
Systems Data Mart PeopleSoft, Siebel, Excel Process
Custom Apps XML
Daily Summary Example: Alerts

Alerts to show where immediate action is

required
Daily Summary Example: Risk Measures

Dashboard display of measures and trends for the

day
Daily Summary Example: Shortcuts

Shortcut links to reports

Daily Summary Example: Spatial

Data availability
Daily Summary Example: Summary
Daily Summary Example: Drill to Detail
Risk Reporting Example: Key Risks
Risk Reporting Example: RCSA Dashboard
Risk Reporting Example: CRO Dashboard
Risk Reporting Example: LOB Dashboard
Risk Reporting Example: Market Risk
Comprehensive Heterogeneous Data Integration
Platform
Best-in-class Platform for Major Data Integration Requirements –
Exadata V2
Sun Oracle Database Machine
 Sun Oracle Database Machine
• Grid is the architecture of the future
• Highest performance, lowest cost, fault tolerant, scalable
on demand

Oracle Database Server Grid

• 8 compute servers Exadata Storage Server Grid
• 64 Intel Cores • 14 storage servers
• 576 GB DRAM • 100 TB raw SAS disk storage
or
InfiniBand Network 336 TB raw SATA disk storage
• 40 Gb/sec unified server and • 5TB flash storage!
storage network
• Fault Tolerant
 Sun Oracle Database Machine

Extreme Performance

Oracle Database Server Grid

• Millions of transactions Exadata Storage Server Grid
per minute
• 21 GB/sec disk bandwidth
• Tens of millions of queries
• 50 GB/sec flash bandwidth
per minute
• 1 million I/Os per second
• Billions of rows per minute

InfiniBand Network
• 880 Gb/sec aggregate
throughput
 Semiconductor Cache Hierarchy

Massive throughput and IOs • Database DRAM Cache

through innovative Cache • 400GB raw capacity
Hierarchy • Up to 4TB compressed user data
• 100 GB/sec

• Exadata Smart Flash Cache

• 5TB raw capacity
• Up to 50TB compressed user data
• 50 GB/sec raw scan
• 1 million IO/sec

• Exadata disks
• 100TB or 336TB raw
• Up to 500TB compressed user data
• 21 GB/sec scan
• 50K IO/sec
 Sun Oracle Database Machine Hardware
Improvements
• Same architecture as Exadata V1 Database Machine
• Same number and type of Servers, CPUs, Disks

Latest Technologies New

Faster
80% Faster CPUs Xeon 5500 Nehalem
100% Faster Networking 40 Gb InfiniBand
50% Faster Disk Throughput 6 Gb SAS Links
200% Faster Memory DDR3 DRAM

Bigger
33% More SAS Disk Capacity 600 GB SAS Disks
100% More SATA Disk Capacity 2 TB SATA Disks
125% More Memory 72 GB per DB Node
100% More Ethernet Connectivity 4 Ethernet links per DB Node
Plus Flash Storage!
 Scale Performance and Capacity

• Scalable • Redundant and Fault

• Scales to 8 rack database machine
by just adding wires
Tolerant
• Failure of any component
• More with external is tolerated
InfiniBand switches • Data is mirrored across
• Scales to hundreds of storage servers storage servers
• Multi-petabyte databases
Drastically Simplified Deployments

• Database Machine eliminates the

complexity of deploying database
systems
• Months of configuration, troubleshooting, tuning

• Database Machine is ready on day one

• Pre-built, tested, standard, supportable configuration
• Runs existing applications unchanged

• Extreme performance out of the box

Months to
Days
Best Machine for Data
Warehousing
Best Data Warehouse Machine

• Massively parallel high volume hardware to

quickly process vast amounts of data
OLAP • Exadata runs data intensive processing
directly in storage

• Most complete analytic capabilities

• OLAP, Statistics, Spatial, Data Mining, Real-time
transactional ETL, Efficient point queries
ETL
• Powerful warehouse specific optimizations
• Flexible Partitioning, Bitmap Indexing, Join indexing, Materialized Views, Result
Cache

Data Mining • Dramatic new warehousing capabilities

New
 Exadata Database Processing in Storage
• Exadata storage servers implement data
intensive processing in storage
• Row filtering based on “where” predicate
• Column filtering
• Join filtering
• Incremental backup filtering
• Storage Indexing
• Scans on encrypted data
• Data Mining model scoring
New

• 10x reduction in data sent to DB servers

is common

• No application changes needed

• Processing is automatic and transparent
• Even if cell or disk fails during a query
 Simple Query Example
Optimizer Exadata
What were my Chooses
sales yesterday? Partitions and Storage Grid
Indexes to
Access
Oracle
Database Grid Scan compressed
blocks in
partitions/indexes

Select Retrieve sales

sum(sales) amounts for
where Sept 24
Date=’24-Sept’

SUM
10 TB scanned
1 GB returned to servers
 Exadata Hybrid Columnar Compression

• Data is grouped by column New

and then compressed

• Query Mode for data

warehousing
• Optimized for speed
• 10X compression typical
• Scans improve proportionally

• Archival Mode for

infrequently accessed data
• Optimized to reduce space
• 15X compression is typical
• Up to 50X for some data
 Flash Query Throughput Query Throughput with Flash
60

• Flash storage more Query Throughput 50

50 GB/sec Uncompressed Data
than doubles scan
throughput 40
• 50 GB/sec Flash
30

• Combined with Hybrid 20

21

Columnar 11.4
Compression 10 7.5
10 Disk
• Up to 50 TB of data fits
HITACHI TERADATA NETEZZA SUN ORACLE
in flash 0
USP V 2550 TwinFin 12 Database Machine

• Queries on compressed
data run up to
• 500 GB/sec
 In-Memory Parallel Queries New
QphH: 1 TB TPC-H

1,166,976 • One Sun Oracle Database Machine rack

• 400GB of DRAM usable for caching
1,018,321

• Exadata Hybrid Columnar Compression

enables 4TB data in DRAM

• Database release 11.2 introduces parallel

315,842
query processing on DRAM cached data
• Harnesses DRAM capacity of entire database cluster for
queries
• Technology for world record benchmark
ParAccel
Faster thanExasol
specializedOracle
in-
memory warehouse databases DRAM has 100x more bandwidth than Disk

Source: Transaction Processing Council, as of 9/14/2009:

Oracle on HP Bladesystem c-Class 128P RAC, 1,166,976 QphH@1000GB, $5.42/QphH@1000GB, available 12/1/09.
Exasol on PRIMERGY RX300 S4, 1,018,321 QphH@1000GB, $1.18/QphH@1000GB, available 08/01/08.
ParAccel on SunFire X4100 315,842 QphH@1000GB, $4.57 /QphH@1000GB, available 10/29/07.
 Exadata Storage Index New
Transparent I/O Elimination with No Overhead
• Exadata Storage Indexes maintain
Table Index summary information about table data in
A B C D memory
• Store MIN and MAX values of columns
1 • Typically one index entry for every MB of disk
3 Min B = 1
Max B =5 •
5 Eliminates disk I/Os if MIN and MAX
5 can never match “where” clause of a
Min B = 3
query
8
Max B =8
3 • Completely automatic and transparent

Select * from Table where B<2 - Only first set of rows can match
 Benefits Multiply

10 TB of user data 1 TB 100 GB

Requires 10 TB of IO with compression with partition pruning

Subsecond
On Database
Machine
20 GB 5 GB Smart Scan on
with Storage Indexes Memory or Flash

Data is 10x Smaller, Scans are 2000x faster

 DBFS - Scalable Shared File System
New
• Database Machine comes with DBFS shared Linux file system
• Shared storage for ETL staging, scripts, reports and other application files

• Files stored as SecureFile LOBs in database tables stored in

Exadata
• Protected like any DB data – mirroring, DataGuard, Flashback, etc.

• 5 to 7 GB/sec file system I/O throughput

Load into database

using External Tables

ETL Files in DBFS ETL

More File Throughput than High-End NAS Filer

Best Machine for OLTP
 The Disk Random I/O Bottleneck
300 I/O per Sec • Disk drives hold vast amounts of data
• But are limited to about 300 I/Os per second

• Flash technology holds much less data

• But can run tens of thousands of I/Os
per second

• Ideal Solution
• Keep most data on disk for low cost
Tens of Thousands of
• Transparently move hot data to flash
I/O’s per Second
• Use flash cards instead of flash disks to avoid disk
controller limitations
• Flash cards in Exadata storage
• High bandwidth, low latency interconnect
 Exadata Flash
Extreme Performance for Random I/O New

• Sun Oracle Database Machine has 5

TB of flash storage
• 4 high-performance flash cards in every
Exadata Storage Server

• Smart Flash Cache caches hot data

• Not just simple LRU
• Knows when to avoid caching to avoid
flushing cache
• Allows optimization by application table
Oracle is the First Flash
Optimized Database
 Exadata Smart Flash Cache
Extreme Performance

• Database Machine achieves:

• 20x more random I/Os
• Over 1 million per second
• 2x faster sequential query I/O
• 50 GB/sec
• 10x better I/O response time
• Sub-millisecond
• Greatly Reduced Cost
• 10x fewer disks needed for I/O
• Lower Power
5X More I/Os than 1000
Disk Enterprise Storage
Array
 Maximum Availability Architecture

Real Active
Application Data Guard
Clusters

ASM
WAN
Fast Secure Backup
Recovery Area

• Protection from • Real-time remote standby open for queries

• Server Failures • Human error correction
• Storage Failures • Database, table, row, transaction level
• Network Failures • Online indexing and table redefinition
• Site Failures • Online patching and upgrades
 Complete, Open, Integrated Security

Monitoring Audit
Configuration Vault Total
Management Recall

Access Control

Database Label
Vault Security

Encryption and Masking

Advanced Data
Secure
Security Masking
Backup