Latest Collateral Podcast Episodes
Counterparty Credit Risk – How Regulators are raising the bar in the wake of the Archegos default.
Ahead of the Curve - July 08, 2024 15:00 - 25 minutesIn this episode of Ahead of the Curve, John Pucciarelli – Head of Industry Engagement and Stuart Smith, Co-Head of Business Development discuss the paper issued by the Basel Committee on Banking Supervison (BCBS) on the Proposed Guidelines for Counterparty Credit Risk Management. They provide an...
Unpacking the Agenda - Part 3
Ahead of the Curve - July 08, 2024 15:00 - 30 minutesScott O’Malia, CEO at ISDA returns for a ‘threepeat’, his 3rd time on the podcast. He joins John Pucciarelli, Head of Industry Engagement at Acadia for a special 30th episode of Ahead of the Curve. Their discussion ranges from the benefits and adoption of the Common Domain Model (CDM) across the...
Harnessing counterparty credit risk using the open source risk engine
Ahead of the Curve - June 11, 2024 13:00 - 18 minutesJoin our host Roland Stamm, Partner at Acadia’s Quantitative Services team alongside his colleague Joey O’Brien (Senior Consultant) as they explore the topic of Backtesting of Future Risk Factors. This discussion is inspired by a recent client engagement, focusing on the utilization of the Open-...
Implementing Open-Source Risk Engine: Accessing online resources
Ahead of the Curve - March 25, 2024 15:00 - 21 minutesOur 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 whic...
Super-charging ORE: How technology advancements have enabled improved run times using GPUs
Ahead of the Curve - March 25, 2024 15:00 - 11 minutesEric 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 utilizin...
Can Open Source Technology truly help to build the future of risk management?
Ahead of the Curve - March 25, 2024 15:00 - 17 minutesJoin 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 Ac...
Upcoming Regulation: A 2024 Outlook
Ahead of the Curve - February 05, 2024 16:00 - 27 minutesJohn 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...
Basel III - Not the Endgame – A refreshing perspective
Ahead of the Curve - December 12, 2023 10:00 - 26 minutesJohn 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...
Completing the circle for fully automated collateral settlement
Ahead of the Curve - October 17, 2023 03:00 - 16 minutesIn 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 p...
Changes in SIMM - How has the industry reacted?
Ahead of the Curve - September 13, 2023 09:00 - 40 minutesJoin 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 th...
Expanding Open-Source Risk Engine (ORE) Functionality - How it’s flexible deployment offers a real choice for firms
Ahead of the Curve - August 07, 2023 23:00 - 13 minutesIn 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 suppo...
Understanding Risk & Capital Management for crypto derivatives firms
Ahead of the Curve - May 02, 2023 08:00 - 12 minutesIn 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 ou...
Optimal Margin Management – Heralding a new era in UMR compliance
Ahead of the Curve - March 28, 2023 14:00 - 13 minutesJoin 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 -coini...
Removing the Risk: Why a centralized risk calculation service has been adopted by the derivatives industry
Ahead of the Curve - December 13, 2022 09:00 - 24 minutesIn 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 v...
Unpacking the Agenda Part 2: Crypto, ESG, UMR
Ahead of the Curve - August 16, 2022 12:00 - 34 minutesEpisode 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 2...
Collateral Validation: Demystifying the Complexity & Challenges
Ahead of the Curve - July 06, 2022 08:00 - 18 minutesIn 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 i...
The Evolving Risk Management Landscape: How to stay competitive in the post UMR world
Ahead of the Curve - June 29, 2022 10:00 - 14 minutesJoin 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 o...
Wrapping up the final phase of UMR: The crucial role of initial margin monitoring
Ahead of the Curve - April 28, 2022 06:00 - 24 minutesJoin 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 regulato...
Moving forward with Backtesting: Unravelling European requirements for IM model validation
Ahead of the Curve - February 11, 2022 10:00 - 22 minutesJoin 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 m...
Open-Source Technology – What role can it have in the risk industry?
Ahead of the Curve - January 26, 2022 08:00 - 23 minutesJoin 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 co...
Securities Lending 2021 Recap & 2022 Outlook with John Arnesen
Pierpoint Perspective$ - December 16, 2021 01:00 - 1 hourJoin Roy Zimmerhansl with guest John Arnesen to go through a wide ranging review of securities finance over 2021 from GameStop at the beginning of the year, through IPOs and SPACs that had a major impact on revenues, on to Korean short selling bans expiring and much much more. The episode inclu...
Below the Threshold – How Phase 5 & 6 firms can save time and money by monitoring initial margin
Ahead of the Curve - November 17, 2021 09:00 - 13 minutesJoin 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...
Are you invested in agreement digitization?
Ahead of the Curve - October 25, 2021 07:00 - 30 minutesFollowing 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 ...
BONUS: Kimberley's Story
Hiding in Plain Sight: The Neighbors You Never Hear From - June 26, 2021 00:39 - 12 minutes ★★★★★ - 1 ratingIn this bonus episode of Hiding in Plain Sight: The Neighbors You Never Hear From, Host Tia Ryans speaks with Kimberley about the anxiety of parole, the challenges of reentry, and the road back to self after incarceration. [This episode contains explicit language.] Kimberley is a lovin...
David McIntosh, Doug Reay, Blue Fire AI & Risk Managment
Pierpoint Perspective$ - June 24, 2021 12:00 - 1 hourDavid McIntosh and Doug Reay, both Managing Directors of Blue Fire AI provide listeners with fascinating insights into the use of Artificial Intelligence in portfolio risk management and investment decision-making. They provide real-life examples (such as Wirecard) of the strengths and limitati...
Nelson's Story
Hiding in Plain Sight: The Neighbors You Never Hear From - June 21, 2021 19:15 - 12 minutes ★★★★★ - 1 ratingWe previously heard from Nelson, but in episode 7 of Hiding in Plain Sight: The Neighbors You Never Hear From, we hear a more in-depth interview when he spoke with Host Tia Ryans. Nelson served a 17-year prison sentence. We hear about Nelson’s journey of what he described as “becoming a...
Chris Hagstrom, Kayenta, Enhancing Hedge Fund Treasury Ops
Pierpoint Perspective$ - June 16, 2021 23:00 - 1 hourChris Hagstrom CEO, Kayenta, identifies the challenges in the hedge fund treasury space and takes host Roy Zimmerhansl through how Kayenta is addressing those issues. Some themes consistent with the wider securities finance ecosystem arise, such as lack of standardisation. The problems Kayen...
Parish's Story
Hiding in Plain Sight: The Neighbors You Never Hear From - June 11, 2021 16:07 - 11 minutes ★★★★★ - 1 ratingIn episode 6 of Hiding in Plain Sight: The Neighbors You Never Hear From, Host Tia Ryans speaks with Parish King, who spoke about his personal reentry troubles and physical health struggles that began with the lack of a proper diet during his confinement and medical care. Parish King w...
Ben Arnold & Michael Ashby, Meraki Global Advisors
Pierpoint Perspective$ - June 09, 2021 20:00 - 59 minutesBen Arnold and Michael Ashby of Meraki Global Advisors meet with Pierpoint Perspectives host Roy Zimmerhansl and speak with him on outsourced trading, the different models and the reasons why asset managers of all types may want to consider outsourced trading. There are lessons to be learned and...
Ben Arnold & Michael Ashby, Meraki Global Advisors - Outsourced Trading
Pierpoint Perspective$ - June 09, 2021 20:00 - 59 minutesBen Arnold and Michael Ashby of Meraki Global Advisors meet with Pierpoint Perspectives host Roy Zimmerhansl and speak with him on outsourced trading, the different models and the reasons why asset managers of all types may want to consider outsourced trading. There are lessons to be learned and...
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