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
32 episodes
ISDA SIMM 2.7: Challenges and Opportunities
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 tr...
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Season 1
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Episode 33
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22:06
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 mo...
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Season 1
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Episode 32
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24:03
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 dai...
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Season 1
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Episode 31
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25:17
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 ...
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Season 1
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Episode 30
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30:37
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 ...
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Season 1
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Episode 29
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25:50
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 ...
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18:34
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 ...
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Season 1
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Episode 26
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21:11
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 ca...
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Episode 25
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11:17
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...
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Season 1
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Episode 24
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17:16
Upcoming Regulation: A 2024 Outlook
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 th...
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Season 1
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Episode 23
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27:02
Basel III - Not the Endgame – A refreshing perspective
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 ...
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Season 1
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Episode 22
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26:58
Completing the circle for fully automated collateral settlement
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 ...
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Season 1
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Episode 21
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16:34
Changes in SIMM - How has the industry reacted?
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 th...
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Season 1
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Episode 20
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40:59
Expanding Open-Source Risk Engine (ORE) Functionality - How it’s flexible deployment offers a real choice for firms
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...
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Season 1
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Episode 18
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13:40
Completing the circle for fully automated collateral settlement
In Episode 19 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 ...
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Season 1
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Episode 19
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16:34
Understanding Risk & Capital Management for crypto derivatives firms
In 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 mu...
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Season 1
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Episode 17
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12:30
Optimal Margin Management – Heralding a new era in UMR compliance
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 mor...
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Season 1
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Episode 16
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13:18
Removing the Risk: Why a centralized risk calculation service has been adopted by the derivatives industry
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 s...
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Season 1
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Episode 15
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24:53
Unpacking the Agenda Part 2: Crypto, ESG, UMR
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 t...
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Season 1
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Episode 14
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34:00
Collateral Validation: Demystifying the Complexity & Challenges
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 regulation...
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Season 1
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Episode 13
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18:39
The Evolving Risk Management Landscape: How to stay competitive in the post UMR world
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 op...
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Season 1
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Episode 12
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14:21
Wrapping up the final phase of UMR: The crucial role of initial margin monitoring
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...
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Season 1
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Episode 11
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24:11
Moving forward with Backtesting: Unravelling European requirements for IM model validation
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 Backtes...
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Season 1
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Episode 10
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22:25
Open-Source Technology – What role can it have in the risk industry?
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 th...
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Season 1
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Episode 9
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23:56
Below the Threshold – How Phase 5 & 6 firms can save time and money by monitoring initial margin
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 ...
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Season 1
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Episode 8
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13:57