You might already know I’m interested in the application of FPGAs in the financial markets, a field that has been growing over the last few years. JP Morgan has been working on this over the last 3 years and its paying off.

JP Morgan supercomputer offers risk analysis in near real-time

Prior to the implementation, JP Morgan would take eight hours to do a complete risk run, and an hour to run a present value, on its entire book. If anything went wrong with the analysis, there was no time to re-run it.

It has now reduced that to about 238 seconds, with an FPGA time of 12 seconds.



Jeff is passionate about FPGAs, SoCs and high-performance computing, and has been writing the FPGA Developer blog since 2008. As the owner of Opsero, he leads a small team of FPGA all-stars providing start-ups and tech companies with FPGA design capability that they can call on when needed.

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