Ahead of the Curve

Acadia
  • 5.0 (6)
  • Investing
  • Updated Bimonthly

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.

  1. Apr 29

    Agentic AI in Quant Risk: Adoption, Open Source and What Comes Next

    In this episode of Ahead of the Curve, we explore how rapid advances in artificial intelligence are reshaping quant modelling, risk management and analytics development across the industry.  Hosted by Xabier Anduaga, Partner, Post Trade Solutions Quant Services team, the discussion brings together Stuart Smith, Head of Risk Services, and Joey O’Brien, Principal Quant Consultant, to examine how AI adoption in risk modelling has evolved since the early days of large language models – and why the last 6–12 months have marked a turning point for the quant community.  The conversation moves beyond hype to focus on real‑world applications, including how agentic AI is being used for model development, market data analysis, backtesting, regulatory calculations, and dynamic stress testing. The speakers discuss how custom prompts and domain‑specific agents are becoming critical differentiators, and why open‑source risk libraries are uniquely positioned to unlock the full potential of AI‑driven development.  Looking ahead, the episode also explores how AI is changing the day‑to‑day role of quants and risk analysts, reducing time spent on manual cleansing and coding tasks, and enabling deeper analysis, research and decision‑making. From the future of risk system APIs to the possibility of fully AI‑driven stress scenario generation, the panel shares practical insight into what risk teams should be preparing for next.

    22 min

  2. Mar 17

    Synthetic Risk Transfers, Non‑Bank Financial Institutions, and Regulatory Focus? What’s Driving the Momentum?

    In this episode, we explore the fast‑growing market for Synthetic Risk Transfers, what they are, how they work, and why they have become an increasingly important capital optimisation tool for banks. Host John Pucciarelli is joined by Stuart Smith to unpack why Synthetic Risk Transfers are gaining momentum, how today’s structures differ from pre‑crisis structured products, and where demand from pension funds, credit investors and other institutional buyers is coming from.The discussion examines the key drivers behind the expansion of this market, including banks’ need to actively manage risk‑weighted assets and create additional lending capacity. It also takes a clear‑eyed look at the risks involved, from information asymmetry and rollover and liquidity risk to broader challenges around transparency. The conversation highlights why regulators are sharpening their focus on Synthetic Risk Transfers, and how they sit within the wider debate around Non‑Bank Financial Institutions, market interconnectedness, and the push for greater reporting and visibility across the financial system.This episode offers a grounded, practical perspective on a rapidly evolving area, and what it means for banks, investors and regulators alike.

    23 min

  3. Feb 3

    Artificial Intelligence and Tokenisation in Post Trade Solutions: Current Applications and Future Plans

    This episode of Ahead of the Curve offers a forward-looking perspective on how AI and tokenisation will redefine collateral management. Learn how Post Trade Solutions AI initiatives, from natural language search to predictive insights, are helping clients reduce manual tasks and focus on strategic risk management. Explore the intersection of AI and distributed ledger technology, and how tokenisation could enable real-time settlement, optimise collateral usage, and mitigate systemic risk. With regulatory considerations and client needs at the forefront, Post Trade Solutions is charting a path toward a more agile, intelligent, and secure post-trade ecosystem.

    46 min

  4. 07/22/2025

    Unpacking the Agenda with Scott O’Malia

    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 in leadership at U.S. regulatory agencies. The conversation covers the semi-annual recalibration of the Standard Initial Margin Model (SIMM), the industry's preparedness, and the future of treasury clearing. Additional topics include capital requirements, the implications of the Basel III endgame in the U.S., and its broader effects on the global financial system—and more.

    42 min

  5. 07/07/2025

    Risk Reimagined: The Rise of Open Source in Finance

    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 transparency, reduce costs, and improve governance. The team also introduces the Risk Analytics Lab - a hosted ORE environment designed to accelerate adoption and support benchmarking, stress testing, and validation use cases. A must-listen for anyone navigating today’s risk and regulatory demands.

    18 min

  6. 07/07/2025

    Navigating Complexity: FMS, Risk Management & the Power of Open Source

    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 shifts that followed—including the rise of central clearing and the introduction of the Uncleared Margin Rules (UMR).  The conversation dives deep into the challenges of managing long-dated, illiquid, and structured trades, and how FMS-SG leverages the Open Source Risk Engine (ORE) to meet valuation, risk, and collateral management demands. Maeve shares insights into the technical and modelling hurdles her team faces, and how ORE’s transparency, flexibility, and cost-efficiency have empowered them to streamline operations and maintain high standards.  Whether you're a risk professional, quant, or simply curious about how open-source tools are transforming financial infrastructure, this episode offers a rare behind-the-scenes look at innovation in action.

    14 min

  7. 06/24/2025

    Market Outlook 2025 - A focus on the OTC Derivatives landscape

    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 revolutionise securities transfers Critical shifts in repo and treasury clearing as regulatory mandates in the U.S., Mexico, India, and China drive significant operational changes Upcoming UMR and repo clearing requirements, emphasising the need for firms to proactively prepare for implementation. Packed with valuable insights, this episode is essential listening for financial professionals navigating these industry-wide transformations.

    32 min

  8. 06/23/2025

    Ahead of the Curve: 2024 Year in Review – Open Source Risk Engine (ORE)

    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 commercial and open-source users. Learn how ORE is powering risk management, model validation, and regulatory compliance for institutions worldwide, and what updates are coming in 2025, from GPU acceleration, hosted analytics services and more.

    28 min
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Ratings & Reviews

5
out of 5
6 Ratings

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.

Information

  • Creator
    Acadia
  • Years Active
    2020 - 2026
  • Episodes
    41
  • Rating
    Clean
  • Copyright
    © 2024 AcadiaSoft, Inc
  • Show Website
    Ahead of the Curve

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