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.
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...
In this episode Scott Sobolewski, Partner - Quantitative Services, discusses the Open Source Risk Engine (ORE), a powerful and versatile tool for pricing and...
In this Episode of Ahead of the Curve, John Pucciarelli – Head of Industry & Regulatory Strategy at AcadiaSoft is joined by guest speaker...