Ahead of the Curve
Acadia presents Ahead of the Curve, a podcast that provides unique perspectives and insights into the margin and collateral industry. Hosts from Acadia’s leadership team are joined by special guest speakers from across the industry to share topical perspectives and really get ‘under the skin’ of the issues that are transforming the sector.
Episodes
John Pucciarelli sits down with ISDA CEO Scott O’Malia for an in-depth discussion on the evolving landscape of the derivatives markets. Scott outlines the impact of recent geopolitical developments and explains how derivatives play a critical role in managing market risk. We also explore key regulatory shifts under the Trump administration, including changes i...
This episode dives into the evolving regulatory and modelling landscape in the UK for traded risk. Scott Sobolewski speaks with Xabier Anduagaand Joey O’Brien about trends in counterparty credit risk, model validation and the growing adoption of the Open Source Risk Engine (ORE). They discuss how firms are replacing legacy vendor models with ORE to gain transp...
In this compelling episode of Ahead of the Curve, Roland Stamm is joined by Maeve Gear from FMS-SG to explore the intricate world of winding down complex financial portfolios in the wake of the global financial crisis. Together, they reflect on their shared history at Depfa Bank, the impact of the Lehman collapse, and the regulatory shift...
In this episode, industry experts explore key market developments shaping the financial landscape in 2025. The discussion covers the evolving ISDA SIMM model as it shifts from annual to semi-annual updates, and the impact on firms’ workflows.
Beyond ISDA SIMM, the conversation delves into major industry priorities, including:
- The rise of tokenisation and its potential to revoluti...
Join Scott Sobolewski, Roland Stamm, and Joey O’Brien from Post Trade Solutions (formerly Acadia) Quant Services team, as they reflect on a transformative year for the Open Source Risk Engine (ORE). In this episode, they explore major 2024 developments, including enhanced support for PFE and XVA calculations, market risk sensitivity tools, and the growing adoption of ORE across commercia...
In this insightful episode, John Pucciarelli and Stuart Smith dive into two pivotal regulatory developments shaping the financial landscape. They explore recent guidance from the Financial Stability Board (FSB) on leverage in non-bank financial intermediaries (NBFIs) and the finalized Basel Committee paper addressing counterparty credit risk, particularly in the wake of the Archegos coll...
In this landmark episode of Ahead of the Curve, John Pucciarelli is joined by Stuart Smith, Co-Head of Business Development. This is Acadia’s first episode under the new LSEG Post Trade Solutions name and the podcast tackles key areas of the transition from ISDA SIMM 2.6 to 2.7, including notable changes, impacts and tips for firms making the giant leap. Amid the volatile global landscap...
In this latest episode of Ahead of the Curve, our host Scott Sobolewski chats with James Mac Hale – Head of Acadia Market Data about the monumental task of creating a centralised market data library of over fifty thousand different types of daily curve inputs as part of the Acadia hosted service to support firms in their risk and pricing calculations. The podcast provides tips and advice...
Join our host Scott Sobolewski as he interviews Roland Stamm, Partner within Acadia’s Quantitative Services division on the important topic of model validation both for ISDA SIMM and complex internal models. Roland stresses the importance of model governance and how it is crucial for firms to be able to prove to regulators that their model is fit for purpose. Packed with sound advice and...
Scott 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 industry, reflections on the advocacy and impact of the latest capital reforms including Base...
In 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 insight into the guidelines and share their perspectives on the why the regulators felt more ...
Join 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-Source Risk Engine (ORE) library within a counterparty credit risk framework and the process o...
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 b...
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 t...
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...
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 o...
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 infor...
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 a...
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...
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 rec...
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