Microsoft – Real-Time Market Risk


Looks like Microsoft has acknowledge that StreamInsight is appropriate for a real-time market risk solution. Unfortunately the video doesn’t talk about a complete Market Risk architecture, but then I suppose the video is only 4:43 long. I would have been nice to see if Microsoft is pushing HPC for the cashflow/PV calculations, leveraging StreamInsight to presumable feed SQL Server R2. I wonder if Microsoft are pushing WPF or Silverlight for a Market Risk viewer?

Microsoft is also pushing PowerPivot, for obviously reasons. From what I can see on the PowerPivot site the application deals with snaps shots of data – load, slice dice. What would actually be cooler (maybe I’ve missed this feature in the documentation) is the ability to subscribe to real-time data. Basically I’d like to point PowerPivot at my Real-Time Cube (RTC)🙂

~ by mdavey on March 31, 2010.

2 Responses to “Microsoft – Real-Time Market Risk”

  1. Hi Matt,
    I agree the video-cast could have been a bit more specific into what the underlying technologies being used are. Market Risk involves a lot of data. Event driven real-time data drives the requirements to another dimension.
    Thanks for the blog entry!

    • I think a lot of people are confusing “near real-time risk (Near RTR)” and real-time risk (RTR). I think any architecture that using a database in terms of risk, is actually “near RTR”, and not as technology challenging as true RTR. I believe the video is actually talking about Near RTR.

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