Ahead of the Curve

Acadia
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Ahead of the Curve Podcast

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. Produced and recorded by Lansons. www.Lansons.com

  1. 6 DAYS AGO

    The Evolution of Model Validation: Why governance is essential

    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 insights, this podcast is a must for firms that are embarking on backtesting and benchmarking projects.Lis...

    24 min

  2. 6 DAYS AGO

    Building a comprehensive market data utility for risk and pricing calculations

    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 for firms that are using or thinking of using the Open-Source Risk Engine (ORE) and highlights the importa...

    25 min

  3. 8 JUL

    Unpacking the Agenda - Part 3

    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 Basel III end game. Scott and John also discuss the latest regions to adopt Uncleared Margin Rules in 2024, and...

    31 min

  4. 8 JUL

    Counterparty Credit Risk – How Regulators are raising the bar in the wake of the Archegos default.

    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 stringent controls are required in the wake of the Archegos default. Listen time 25 mins The pape...

    26 min

  5. 11 JUN

    Harnessing counterparty credit risk using the open source risk engine

    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 of validating exposure simulation models. The whitepaper discussed can be found here (https://www.acadia.inc...

    19 min

  6. 25 MAR

    Implementing Open-Source Risk Engine: Accessing online resources

    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

    21 min

  7. 25 MAR

    Super-charging ORE: How technology advancements have enabled improved run times using GPUs

    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/engin...

    11 min

  8. 25 MAR

    Can Open Source Technology truly help to build the future of risk management?

    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 ex...

    17 min
See All (31)

About

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. Produced and recorded by Lansons. www.Lansons.com

Information

  • Creator
    Acadia
  • Years Active
    2020 - 2024
  • Episodes
    31
  • Rating
    Clean
  • Copyright
    © 2024 AcadiaSoft, Inc
  • Show Website
    Ahead of the Curve

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