Fifteen years ago I was working on a credit risk system (basically a big tree walking system). We were using Sybase on HPUX & solaris and performnce was killing us. We hired in consultants direct from Sybase who said it couldn't be done. Then we switched to an OO database (Object store in this case) and got a about a 100x performance increase (and the code was about 100x easier to write too)
But such situations are quite rare - a relational database is a good first choice.
