Ahead of the Curve

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

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 l...

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...

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 complex...

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 the...

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 mu...

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 Backt...

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 val...

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 focu...

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 agr...

The Standard Approach to Counterparty Credit Risk or SA-CCR is a new capital regulation that will create a series of prudential and market changes intended to make the financial system safer. Donal Gallagher, Co-Head of Quantitative Services at Acadia together with Justin Klug, President at Capitolis discuss both the challenges and the possibilities affected by this new regulation which will have...

Join us for a special extended episode of Ahead of the Curve as we sit down with derivative market leaders Scott O’Malia CEO of ISDA and John Shay Chairman of AcadiaSoft.  They discuss the agenda for the new Biden administration, the focus for the SEC under the newly sworn in chairman Gary Gensler, the Archegos default, Game Stop, the impacts and potential new reforms coming for capital markets an...

Join Chris Walsh, CEO AcadiaSoft as he discusses the firm’s recent acquisition of Quaternion – how the strengths, strategic and cultural fit of both firms will bring new capabilities to mutual clients in terms of managing risk in an optimized manner. Chris shares his excitement of the acquisition as a game changer for the future transformation of the Derivatives industry.  

In this Episode of Ahead of the Curve, John Pucciarelli – Head of Industry & Regulatory Strategy at AcadiaSoft is joined by guest speaker Ann Battle, Head of Benchmark Reform at ISDA (International Swaps & Derivatives Association). Ann provides us with her expert insight into why we are transitioning from IBOR benchmarks towards RFRs (Risk Free Rates). This in-depth analysis is both educat...

In this second episode of Ahead of the Curve, AcadiaSoft’s Chief Product Officer, Fred Dassori and Head of Product Management, Richard Barton are joined by Donal Gallagher, CEO at Quaternion Risk Management. They provide fresh insights into how data standards in OTC Derivatives can help to mitigate risk. Taking us on a journey that spans the evolution of data standardization from the financial cri...

In the first episode of Ahead of the Curve, AcadiaSoft’s Head of Community Development Mark Demo and Head of Industry & Regulatory Strategy John Pucciarelli discuss the ongoing impact of the Coronavirus on the financial industry and how crisis such as this often fuel industry innovation. They also take a look at how margin call volumes have changed during market volatility and offer their outl...