Times are changing. Boards of directors and enterprise executives are holding risk managers accountable for providing traceable, understandable, and actionable information about the financial institution’s state of risk. One way to measure the risk of investments is to use Value at Risk (VaR) calculations. VaR estimates how much a set of investments might lose, given normal market conditions, in a set time period such as a day.
However, financial institutions have had to overcome challenges such as:
- Data crunching and web serving historically being two very separate worlds.
- Overcoming the long processes of extract, transform, load (ETL), imports and exports, and storage constraints
It is now possible to actually use the same hardware, and more importantly, clustering software to converge all of these workloads In this webinar you will see a demo of a high-level vision of how all this can work with containers, Kubernetes, web servers, Jupyter Notebook, and Apache Spark.
- Steven Pousty, product marketing manager, OpenShift, Red Hat
Date: Wednesday, September 6, 2017
Time: 12 p.m. EDT / 9 a.m. PDT
Duration: 60 minutes