spotlight on financial services with calypso and sap ase
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Calypso Solutions SAP Adaptive Server Enterprise
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Disclaimer
The information in this presentation is confidential and proprietary to SAP and may not be disclosed without the permission of SAP. Except for your obligation to protect confidential information, this presentation is not subject to your license agreement or any other service or subscription agreement with SAP. SAP has no obligation to pursue any course of business outlined in this presentation or any related document, or to develop or release any functionality mentioned therein.This presentation, or any related document and SAP's strategy and possible future developments, products and or platforms directions and functionality are all subject to change and may be changed by SAP at any time for any reason without notice. The information in this presentation is not a commitment, promise or legal obligation to deliver any material, code or functionality. This presentation is provided without a warranty of any kind, either express or implied, including but not limited to, the implied warranties of merchantability, fitness for a particular purpose, or non-infringement. This presentation is for informational purposes and may not be incorporated into a contract. SAP assumes no responsibility for errors or omissions in this presentation, except if such damages were caused by SAP’s intentional or gross negligence.All forward-looking statements are subject to various risks and uncertainties that could cause actual results to differ materially from expectations. Readers are cautioned not to place undue reliance on these forward-looking statements, which speak only as of their dates, and they should not be relied upon in making purchasing decisions.
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Presenters
Karl-Heinz HoffmannVP ISV GTM, SAP
Talat SadiqSVP Alliances and Partnerships, Calypso
Vikram PradhanSenior Director of Engineering,
Calypso
Ashok SwaminathanSenior Director, Product
Management, SAP
Mayank ShahSenior Director of Strategy, Calypso
1. Please ask questions during the question via the chat box2. We will open up for Q&A for 10 mins at the end of the call, if we don’t manage to answer we will follow up via email3. Attendees can download presentation by clicking from the resource list “Green Widget”
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SAP and CalypsoDelivering innovation to the front, middle and back office
18 Years of Partnership
Jointly defining next generation
platforms
Delivering today’s in market
innovations
© 2016 SAP SE or an SAP affiliate company. All rights reserved. 5Public
Agenda
1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso
2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP
3. Questions and Answers
© 2016 SAP SE or an SAP affiliate company. All rights reserved. 6Public
Agenda
1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso
2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP
3. Questions and Answers
This document represents Calypso Technology’s current view of its product direction and product development cycle as of the date of publication and is intended for informational purposes only. The development, release and timing of any features or functionality described for our products remains at our sole discretion. This document should not be interpreted as a commitment, promise or legal obligation on the part of Calypso Technology with respect to product content or timing of product development and is subject to change at any time without notice or consultation. CALYPSO MAKES NO WARRANTIES, EXPRESS OR IMPLIED, IN THIS DOCUMENTThis document is subject to copyright. Complying with all applicable copyright laws is the responsibility of the user. Without limiting Calypso’s rights under copyright or under any non-disclosure agreement, no part of this document may be reproduced, stored in or introduced into a retrieval system, or transmitted in any form or by any means (electronic, mechanical, photocopying, recording, or otherwise), or for any purpose, without the express prior written permission of a Calypso authorized signatory.Calypso may have patents, patent applications, trademarks, copyrights, trade secrets, or other intellectual property rights covering subject matter in this document. Except as expressly provided in any written license agreement from Calypso, the furnishing of this document does not give you any license to use such Calypso patents, trademarks, copyrights, trade secrets, or other intellectual property.
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New Market Structure Realities
Source: American Banker; McKinsey, BIS
27 85%
$14 trillion 7%
Number of years implementing Basel
regulation
% of vanilla USD IRS market
cleared today
Size of global collateral market
Post regulation return on equity
7
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Executives Facing Challenges
8
Regulatory ChallengesBusiness Challenges
Technology Challenges
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Regulatory Challenges
9
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Business Challenges
Head of FICC, Major Investment Bank
“It’s all about return on capital.”
10
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Technology Challenges
Lifecycle & trade booking systems
Rates
FX
Credit
Cash & Financing
Pricing Engine
Collateral Mgt
Recon.
ExceptionHandling
KPIs
TradeReporting
Credit RiskValuations
Compliance
XVA
Clearing
Treasury
Market Risk
Algos
Order Mgt
Static Data
Market Data
Payments
Confirms
Matching
Finance
GL
RegReportingTrade Capture
High Error Rate
Difficult End-to-End Testing
High Support Costs
High TCO
Fragmented Architecture
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Imagine…
Pricing in a context of all known client risks (credit, market, collateral)
Capital and funding charge quantified before the sales person makes a price
Consistency of models between FO, Risk, BO
Single Source of Data for Capital Markets and Banking
Decision tools for “where to clear” pre-trade
Real-time risk, pricing, and exception handling
One Solution
Enterprise Wide Business Analytics for Profitability, KPIs, Op
Analysis
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Calypso + SAP Partnership
Market leading Front to Back Cross Asset Trading and
Treasury Platform
SAP Expertise in Financial Services, Support & Latest DB Platform and In Memory Technologies
The most complete Treasury and Capital Markets trading solution for SAP customers
+ =
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Calypso Treasury Trading Solution - Functional Overview
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Calypso Technical Architecture Overview
Real Time,Processing
JMS Provider
DataServices Fabric Data Grid
Real Time,Low-Latency Processing
JMS Provider
E- Markets Connectivity
Real-time Trade
Routing& Positions
Trading Limits &
Compliance … Confirmation …
Anal
ytic
s
Risk Services
PresentationService
Computation Service
Desk Risk
Live Update Grid Management
Computation Grid
Remote Data API | Security | Audit
Data/ReportingServices
Business Object& Static Data
Access/Persistence RDBMS
CCR/CVA
Enterprise Risk
Market Risk/VAR
What If
Workflow Services
Business Object Workflow
Web Services
Business ServicesFor
Web Applications
Market DataServices
Policy BasedReal Time
Market Data
Busi
ness
Inte
rfac
es Bloo
mbe
rg/R
eute
rsD
TCC
Mar
kitW
ire
…SW
IFT
Caly
pso
Gat
eway
(XM
L/FP
ML)
Settlements Connectivity
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Capital Markets Treasury Trading Solution
Consolidate Cash and Derivatives Trading
• Simplify your trading environment • Reduce costs and TCO• Improve Return on capital
Meets Regulatory Requirements• Regulatory Reporting• Capital Optimization• Liquidity and collateral
management• Monitor risks in real time
Provide a platform for future innovation & business growth
• Flexible solution to meet current / future needs around Customer Facing and Treasury Business Lines
• Integrated with Industry Utilities (Exchanges, CCPs, etc) and Internal GL lowering implementations costs
FO
MO
BO
FX FI Equity IRD CMD
Fron
t-to-
Bac
k
CROSS-ASSET
CRD
Cash Derivatives
Single System, No SiloesMinimized IntegrationModern Future-Proof PlatformSeamless processingCentralized dataUnified pricing, risk and analytics
EFFICIENT, COST EFFECTIVE,HIGHLY OPTIMIZABLE
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Gartner – Magic Quadrant
17
Key Highlights
Product Innovation: Bank-in-a-Box New Front Office Workstation Modern Treasury Cloud delivery
Forward-thinking partnership with SAP
Client references
Source: Gartner
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Roadmap for Integrated SAP Ecosystem
Cash Trading Derivatives Trading Risk& Limits
Post Trade Processing Clearance / Settlements Sub Ledger Accounting
Treasury
Collateral
CRM (SAP – CRM)
Account Origination
Business Partner
Customer Interaction Center
Campaign Management
Activity Management
Banking Services(SAP-BaS)
Transaction Processing
Loans Mgmt.
Deposits Mgmt.
Collateral Mgr
Settlement and Pricing
Master Contracts
Accounting for Fin Instruments
Source Data LayerProfit Analyzer Limit ManagerResults Data Layer
Bank Analyzer (SAP-BA)
Electronic Funds Transfers
Wires and Cheques
Bill Payments
Loans Payments
ABM/ POS
Payment Engine(SAP-PE)
Accounts Receivable
Accounts Payable
Reserve Bad Debt
Incentives/ Commissions
General Ledger (GL)
Enterprise Core Component (SAP-ECC)
ETL
Balance Sheet
Reconc hub
Segment Reporting
P/L and Contrib Margin
Business Warehouse(SAP-BW HANA)
SAP Liquidity Risk Mgmt(SAP-LRM)
Liquidity
LCR
Treasury
Reporting
Forecasts
1
Counterparty/ Entity Data
2 Postings + Cash Flows
2aPostings 2cCash Flows
2bCash Flows + Postings
3
Payments (Swift)
4
Collateral Movements Trades
SAP Capital Markets Trading and Treasury By Calypso
Key Highlights Seamless integration with SAP applications
True Bank in a Box, Increased RoE
Faster and efficient response to Reg Changes
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SAP ASE Calypso Partnership
Calypso runs on ASE for transactional processing
Our R&D teams are partnering to optimize performance of Calypso on ASE
Additionally, our joint R&D teams are collaborating to ensure that our clients get benefits from deployment technologies and platforms offered by SAP ASE
Cap Markets/ Treasury Solution Runs on ASESAP Capital Markets by Calypso
Trading Treasury
Risk Collateral
SAP ASE
© 2016 SAP SE or an SAP affiliate company. All rights reserved. 20Public
Calypso Roadmap with SAP Platform Technologies
- Calypso recently certified SAP ASE v15.7 on Calypso’s V14.4 Patch release
- Subsequent to v15.7 certification, Calypso is working on certifying SAP ASE 16 on our next application release
- We are evaluating how clients can leverage SAP ASE v16 features (e.g. HA/DR & Performance) to optimize deployments
- Our R&D teams are also collaborating to evaluate SAP’s in-memory DB (SAP HANA) technologies for performance intensive analytics and risk runs
© 2016 SAP SE or an SAP affiliate company. All rights reserved. 21Public
Agenda
1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso
2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP
3. Questions and Answers
© 2016 SAP SE or an SAP affiliate company. All rights reserved. 22Public
ASE Strategy
• Continued investment to address market requirements for high throughput and low latency apps
• Reduce operational costs and be the best TCO DBMS for custom and packaged apps
• Provide a best-of-breed solution by leveraging HANA
Drivers
Increasing Transaction Speed
Exploding Data Volumes
Increasing Complexity
Technology Drivers ASE Strategy
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Historical Perspective: 3 Years of Feature-Packed ReleasesFeature Rich Releases in Quick Succession
• Incremental reorg• Incremental dump database• Shrink DB• Performance : • - Insert, create index
- Dump and Load• Monitoring and Diagnosis
20142013 2015
ASE 15.7 SP 100: Reduce TCO
ASE 16: Scale, Speed, Security
• Scale-up on large SMP systems
• Partition-level locking• Index compression• Full database encryption• Residual data removal• Multi-trigger support
ASE 16 SP02: Acceleration, Availability, Agility
• Extreme Transaction processing support
• Single HA and DR solution based on synchronous replication
• Workload Analyzer for easier troubleshooting and upgrade
• Increased data availability
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• In Memory Technology (Database MemScale Option)• Compiled Queries, Latch Free Index, Lockless Data
Cache, SSD As Cache, Transactional Memory
• Report Acceleration (SAP HANA Accelerator for ASE)• Enable ASE reports to run faster on HANA• Manage ASE from HANA, as part of HANA Cluster
• Replication Based HA (Database Always-on Option)• 2 node HA Cluster – with zero data loss• Can be configured for HA/DR
• Workload Analysis (Workload Analyzer Option)• Capture and Replay Workloads• Capability incorporated in ASE server
• Cloud Readiness• Support ASE on HCP/AWS
Performance
Availability
Ease of Use
ASE 16 SP02: Key Features
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ASE 16 – Start Of High Performance Focus
16 32 48 64 800
200000400000600000800000
10000001200000
Scale-up Performance
Transactions per minute
> 1 million tpm
Engines
Environment
SUSE Linux Enterprise Server 11
Platform: 8 sockets/80 cores Intel® Xeon® [email protected] with 1TB RAM
Feature Description
Scale up on large SMP systems
• Minimize locking/latch contention, in highly concurrent environments• Enhancements in the area of run time logging optimization, metadata management, lock management
Partition level Locking • Granular locking for partitioned table• Enables Concurrent DDL and DML operations on a table
Dynamic Thread Assignment
• Allows executing query plans in parallel with fewer resources/threads• If # of threads < work units, threads completing execute remaining tasks
Index Compression • Index compression enabling storage savings for large indexes • Completes current capabilities - data compression (row/page), LOB, backup
Optimized Star Join Queries
• Allows hints in the join syntax• Can use the syntax “plan (use fact_table tablename)” –query processing optimizations related to star join
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Recent SD Benchmark Results with ASE
• Recent SAP SD benchmarks with ASE 16 shows dominance over Microsoft on same 2 and 4 processors• Benchmark on June 1 performed on a hardware priced much lower than that used in the May 5. With similar
range of number of users, this provides even higher price performance.
Date Hardware CPU Operating System RDBMS Users5/5/2015 • HP ProLiant DL580
Gen9 Intel Xeon E7-8890 v3, 2.5 GHz, 4 Processors
RHEL 7 SAP ASE 16 31,000
Windows Server 2012 Datacenter Edition
Microsoft SQL Server 2012
29,360
6/1/2015 • HP ProLiant BL660c Gen 9
Intel Xeon E5-4669 v3 2.1 GHz, 4 Processors
RHEL 7 SAP ASE 16 27,315
Windows Server 2012 Datacenter Edition
Microsoft SQL Server 2012
27,200
6/1/2015 • Dell PowerEdge M830 Intel Xeon E5-4669 v3 2.1 GHz, 4 Processors
RHEL 7 SAP ASE 16 29,254
11/9/2015 • Dell PowerEdge R730 Intel Xeon E5-2699 v3, 2.3 Ghz, 2 Processors
RHEL 7.1 SAP ASE 16 15,120
Windows Server 2012 R2 Standard Edition
Microsoft SQL Server 2012
13,680
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SAP ASE 16 SP02 – High Performance Features
To Be Developed
T/SQLJDBCODBC
XOLTP QP
Parallel Dynamic ThreadingCode Compile
MVC
C
In-memory Row Store
Main MemoryLockless Metadata
Transaction Memory
Kernel Threading
DiskFlash Disk
Upcoming New In SP02
Buffer Cache
Scripts
Available
Latch Free BTree
Lockless Data Cache
Simplified Native Access Plans (Compiled Queries)• Compiled query plans – faster execution• Transparent to applications and users
Latchfree B-Tree on Indexes• Reduces contention• Increases concurrency and performance
Lockless Buffer Manager• Decreases cache contention• Increases concurrency and performance
Transactional Memory• Minimize contention leveraging hardware for identifying memory
conflicts
Non Volatile Cache Management• Leverage SSD for storing frequently accessed/updated pages
Latch Free BTree
Lockless Data Cache
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Workload Capture and ReplayHigh-Level Architecture
Replay Engine
ASE Cockpit
AdministrationMonitor Collection Alert
Coordinator MonitorClient Threads
Cockpit Core
Workload Capture and Analyzer
PresenterTDS Parser Analyzer
Repository
AM
F
Kernel
Network Thread
Receive/ Send
Read TDS
Write PCAP File
Production/ Test ASE
TDS
Raw Workload
PCAP/TDS
Repository DBMS Server
Rapidlog
1
2 3
4
5
Capture Analyze Replay AnalyzeUse Case
• Identify problematic queries.
• Investigate client activities.
• Measure impact from configuration changes.
• Evaluate migration options.
• Problem reproduction• Get advice from analyzing
captured workload (advisors).
• Evaluate upgrade options/new features.
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HADR Cluster
Always-On For High Availability
HADR ClusterLog-based Logical Replication Based Synchronous, Near-Synchronous, Asynchronous Zero Data Loss in Synch (RPO=0)
Fast failover (<2 minutes normally) Planned failovers <1 minute
Currently limited to 2 nodes Multi-standby on the roadmap
CapabilitiesAutomated fault detectionAutomated transparent client failover Planned and unplanned failover support
Companion can be read-only for reportingZero-down time major upgrades
HADR Service
HADR Service
Primary ASE Companion ASE
Read/Write Read Only
Roadmap/Focus AreasThis presentation outlines our general product direction and should not be relied on in making a purchase decision. This presentation is not subject to your license agreement or any other agreement with SAP. SAP has no obligation to pursue any course of business outlined in this presentation or to develop or release any functionality mentioned in this presentation. This presentation and SAP's strategy and possible future developments are subject to change and may be changed by SAP at any time for any reason without notice. This document is provided without a warranty of any kind, either express or implied, including but not limited to, the implied warranties of merchantability, fitness for a particular purpose, or non-infringement. SAP assumes no responsibility for errors or omissions in this document, except if such damages were caused by SAP intentionally or grossly negligent.
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Future directionKey Areas Of Focus
This is the current state of planning and may be changed by SAP at any time.
SAP ASE
Increased MarketData Load Performance
In-Memory Processing
High Availability
Storage & Operational Simplicity
SAP Business Suite
Security & Auditing
Cloud Support
HANA Integration
© 2016 SAP SE or an SAP affiliate company. All rights reserved. 32Public
Agenda
1. Calypso, SAP Treasury and Risk Management Mayank Shah, Vikram Pradhan Calypso
2. SAP Adaptive Server Platform, for Calypso applications Ashok Swaminathan, SAP
3. Questions and Answers
Thank you