  Analysis of asset liability management (ALM) strategies especially for long
term horizon is a crucial issue for banks, funds and insurance companies.
  Modern economic models, investment strategies and optimization criteria make
ALM studies computationally very intensive task. It attracts attention to
multiprocessor system and especially to the cheapest one: multi core PCs and PC
clusters.
  In this article we are analyzing problem of parallel organization of
portfolio optimization, results of using clusters for optimization and the most
efficient cluster architecture for these kinds of tasks.
