The Standard Approach to Counterparty Credit Risk or SA-CCR is a new capital regulation that will create a series of prudential and market changes intended to make the financial system safer. Donal Gallagher, Co-Head of Quantitative Services at Acadia together with Justin Klug, President at Capitolis discuss both the challenges and the possibilities affected by this new regulation which will have a profound impact across all derivatives users.
Recorded and produced remotely by Lansons.
Join Julie Mostefai and Pierre Mauchamp from BNP Securities Services as they discuss with David Radley at Acadia the timeframe for uncleared margin rules...
In this episode of Ahead of the Curve, we explore how rapid advances in artificial intelligence are reshaping quant modelling, risk management and analytics...
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...