Episodit
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Our host Devin Cook is joined by Alexis David, both Senior Consultants within Acadia’s Quantitative Services team. They discuss the merits of Open-Source Risk Engine (ORE) and explain the myriad of resources available to assist in implementing the software. They share nuggets of information which will be useful to anybody that wanting to use ORE for the first time, or looking to expand their knowledge to understand its latest capabilities.
Listen time: 21 mins -
Eric Ehlers, Principal Consultant at Acadia makes his debut hosting Ahead of the Curve podcast alongside his colleague Zeyu (Jerry) Shen.
They share their expertise in explaining how to speed up crucial processing time for running complex calculations in Open-Source Risk Engine (ORE) by utilizing GPGPU (General purpose computing on graphics processing units).
The tutorial mentioned in the podcast will soon be available on the official ORE repo:https://github.com/opensourcerisk/engine
In the meantime you can find the tutorial here:
https://github.com/eehlers/Engine/blob/tutorials/tutorials_index.md
Listen time: 11 mins -
Puuttuva jakso?
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Join our host Stuart Smith, Co-Head of Business Development and Scott Sobolewski, Co-Head of Quantitative Services as they discuss the merits of using open-source software.
Reviewing the incredible journey of Linux supported by Red Hat and comparing this to Open-Source Risk Engine (ORE), the Acadia-sponsored derivatives risk management and pricing software which is freely available and being utilized by over 150+ firms in the industry today.
Scott shares some use cases of ORE and explains the power and extendibility of the software and how it is shaping the future of risk management.
Listen time: 17 mins -
John Pucciarelli, Head of Industry and Regulatory Strategy and Stuart Smith, Co-Head of Business Development at Acadia sit down to discuss the regulatory outlook for 2024. The pair dig into a 10 year look-back on SIMM and moving forward with the model, an update on Basel III Endgame and what the FINRA 4210 rule means for the US and wider market.
Listen now to understand the implications of the regulations and what needs to be done to get ready.
Listen time: 27 minutes -
John Pucciarelli, Head of Industry and Regulatory Strategy and Stuart Smith, Co-Head of Business Development at Acadia spend time in the studio discussing the potential impact of Basel III on banks and the broader macro economy. An honest, open discussion filled with clear examples provides an insight into the implications of the new Basel regulatory recommendations. A thoroughly informative and enjoyable listen.
Listen time: 26 mins
Produced and recorded at the Lansons studio. -
In Episode 20 of Ahead of the Curve, Will Thomey and Richard Barton from Acadia discuss the merits of improving efficiency and fully automating the settlement of collateral. The launch of Settlement Manager has spurred the ability for firms to access a unique, controlled, and robust settlement process that immediately settles collateral once a transfer has been agreed. Will and Richard also explore how the industry could pivot towards improved settlement netting and tokenization – further removing friction and cost.
Listen time: 16 mins
Produced and recorded at the Lansons studio. -
Join the Acadia team (John Pucciarelli - Head of Industry & Regulatory Strategy, Stuart Smith - Co-head of Business Development, Scott Sobolewski - Co-head of Quantitative Services and Jacob Ullman - Business Development) as they discuss the PRA review of ISDA SIMM™ and the subsequent changes that ISDA has recommended . The team shares an on the ground view of the use of SIMM and how the industry is dealing with the new recalibration cycles and asks if the industry was ready for this change.
Recorded and produced by Lansons at the Lansons studios. -
In this episode Scott Sobolewski, Partner - Quantitative Services, discusses the Open Source Risk Engine (ORE), a powerful and versatile tool for pricing and risk modeling of financial derivatives. ORE is available for free and is already being used by a number of financial institutions to support their risk management and regulatory compliance activities.
Listen now to discover the recently expanded functionality and how firms are extending the software for individual use cases.
Listen time:13 mins
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In Episode 19 of Ahead of the Curve, Will Thomey and Richard Barton from Acadia discuss the merits of improving efficiency and fully automating the settlement of collateral. The launch of Settlement Manager has spurred the ability for firms to access a unique, controlled, and robust settlement process that immediately settles collateral once a transfer has been agreed. Will and Richard also explore how the industry could pivot towards improved settlement netting and tokenization – further removing friction and cost.
Listen time: 16 mins
Recorded and produced by Lansons. -
In Episode 17 of Ahead of the Curve, Scott Sobolewski, Partner at Acadia’s Quantitative Expert Services team discusses why more and more crypto currency firms are looking to become regulated entities and the steps required to achieve this. A must listen for any Crypto firm that wants to carve out its niche in the market.
Listen time 12 mins -
Join Chris Walsh, CEO at Acadia as he discusses how the OTC Derivatives industry is mainstreaming UMR compliance and starting to move towards optimizing their performance. Chris shares his insights on how the industry is adapting to a more holistic approach to risk, margin and collateral -coining the phrase Optimal Margin Management.
Recorded and produced by Lansons
Listen time – 13 minutes
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In this episode we speak to Acadia’s Donal Gallagher Head of Quant Services, Stuart Smith, Co-head of Business Development for Risk & Data and Jake Ullman, Business Analyst as they discuss the reasons for the huge success of Acadia’s risk sensitivities service – IM Risk Generator. Impressively vast market data libraries, award winning technology and integration with firm’s margin systems has led to over half of all Phase 5 & 6 firms that are under Uncleared Margin Rules to utilize the service.
Listen time: 25 mins
Recorded and produced by Lansons. -
Episode 14 of Ahead of the Curve welcomes back Scott O’Malia, CEO of the International Swaps & Derivatives Association (ISDA). In a friendly, relaxed and truly enjoyable conversation with Acadia’s John Pucciarelli, Scott discusses some of the trending topics that emerged from ISDA’s AGM in May 2022 including Crypto and ESG, as well as providing insight into the final phase of Uncleared Margin Rules (UMR). Scott shares ISDA’s honest and open perspectives on the Bank of England’s PRA letter regarding the model governance of SIMM and some of the analysis undertaken.
Listen time: 34 mins
Recorded and produced by Lansons -
In this episode of Ahead of the Curve, Will Thomey, Co-head Business Development at Acadia together with Lis Hadingham, Business Development Director at Transcend discuss some of the challenges facing collateral receivers in light of regulations like Uncleared Margin Rules and more broadly the impact of the current macro-economic environment. They shed light on how firms are addressing the complexity of validating collateral posted on their behalf in custody accounts through better technology and smarter workflow.
Listen time 18 mins
Recorded and Produced by Lansons
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Join Chris Walsh, CEO at Acadia as he discusses his vision for the future of the derivatives industry once all six phases of the Uncleared Margin Rules (UMR) are completed in September 2022. From the role of Acadia to the industry’s focus on optimizing initial margin and the growing importance of analytics, Chris shares his expertise and advice on how firms need to be increasingly proactive in their risk management strategy to remain competitive.
Recorded and produced by Lansons. -
Join Julie Mostefai and Pierre Mauchamp from BNP Securities Services as they discuss with David Radley at Acadia the timeframe for uncleared margin rules (UMR) Phase 6 compliance. They speak about the important role of initial margin monitoring to help firms save time and money on their regulatory journey and explain the benefits of the partnership between Acadia and BNP Securities Services for mutual clients.
Produced and recorded by Lansons. -
Join Deepak Sitlani, Partner at Linklaters and Robert Kirchner, European Head of Acadia’s Quantitative Services as they discuss initial margin model validation for firms under EMIR regulation. They unravel the latest RTS and explain why Backtesting is as important for firms under the uncleared margin rules today as it is in the future when the RTS comes into force. Find out what happens if a Backtest fails and how Phase 5 and 6 firms can be “regulatory ready”.
Listen time 20 mins.
Recorded and produced by Lansons
www.Lansons.com -
Join Acadia’s CEO Chris Walsh, Co-Head of Quantitative Services Roland Lichters, and Partner Scott Sobolewski as they sit down to dig deeper into the importance of open-source technology in derivatives pricing and risk analysis. They explore the value of investing in and utilizing open-source code and discuss some use cases for Open-Source Risk Engine (ORE) such as derivatives valuation, model validation and computing XVAs. Discover how Acadia has used ORE for some of its risk services. We also bust some myths and misconceptions around releasing intellectual property as open-source helping to create transparency and community. Hear their perspectives on how ORE compares to proprietary in-house solutions and how they envision the future of open-source risk.
Recorded and produced by Lansons
www.Lansons.com -
Join Jeff Rosen, Managing Director at Société Générale and Mark Demo, Head of Community Development at Acadia as they chat about the final phases of uncleared margin rules (UMR). Jeff provides an industry perspective on the progress of Phase 5 firms and highlights some of the pitfalls that Phase 6 firms should be aware of as they begin their preparations for September 2022.
However, the real focus of the podcast is on initial margin monitoring. Discover how firms can delay becoming operationally ready for UMR, saving them both time and money. This is an episode that Phase 6 firms shouldn’t miss.
Recorded and produced by Lansons
www.Lansons.com -
Following an independent study and webcast, John Pucciarelli at Acadia, Audrey Blater at Aite-Novarica and Katie Morgan at LIKEZERO dig deeper into the benefits of firms adopting a data digitization strategy in this refreshing podcast. They explore the significant cost savings that the industry can realize of up to $1.19BN by eliminating redundant processes and digitalizing OTC Derivatives CSA agreements. They speak candidly about the research project that highlighted the overall lack of confidence and trust that some firms had in their organization’s data - the very data that is required to drive business and trading decisions. And with an ode to Marty’s DeLorean, hear how our experts see the future shaping out.
Recorded and produced by Lansons
www.Lansons.com - Näytä enemmän