Acadia - An LSEG Business

We're thrilled to invite the Quant community to Acadia's Quant Summit in London on June 5th! Now in its second year, this Summit guarantees insightful discussions and presentations led by industry leaders. Whether you're interested in our morning technical masterclass or our afternoon Summit – or both – you'll have the opportunity to explore the latest topics in the Quant community and dive deep into the Open Risk Engine. Don't miss out – register now to secure your spot and connect with like-minded professionals: https://hubs.la/Q02wwQ7t0 #QuantSummit #LondonEvents #QuantFinance #Networking #RegisterNow

Continued compliance and monitoring of regulatory initial margin is one of the areas that Co-head of Business Development, Stuart Smith, explored in his latest article for Risk.net Of the thousands of firms regularly exchanging initial margin, many of them breached the Average Aggregate Notional Amounts (AANA) threshold, although still find themselves below the $50 million threshold for exchanging margin. Since Regulatory Initial Margin (Reg IM) is calculated on trading completed after any firm’s given go-live date for UMR, portfolios of in-scope firms are in a period of exponential growth as their legacy positions are expiring and being replaced. What we’ve seen is that firms that have been able to delay compliance with ISDA SIMM™ are increasingly being brought into scope with UMR as their first portfolios are breaching the $50 million threshold. Since Phase 6 went live in September 2022, nearly 300 firms have breached the threshold and began exchanging IM. While firms rightfully allocated resources towards getting into scope with their appropriate phase of UMR and beginning to reconcile their exposures, firms should be placing an equal emphasis on actively monitoring IM exposures to continually comply with regulations, avoid and resolve disputes, and increase operational efficiency. That said, the number of firms beginning to exchange IM are declining, though we expect it to never be zero. Therefore, we believe that over the coming years, there may be 100 or so firms which will begin to exchange margin. You can read the full article here: https://hubs.la/Q02xnVjC0

Join Acadia on June 5th for our second Quant Summit! You’ll have the choice of joining a technical masterclass in the morning and/or the afternoon Summit, offering unparalleled insights from industry leaders. This year’s speakers include the Bank of England’s Fabrizio Anfuso, Quantile’s Sanjiv Govindarajan, BNY Mellon’s Gordon Lee, as well as Acadia’s Roland Lichters, Matthias Groncki, Alexis David, James Mac Hale, Stuart Smith and Roland Stamm. You won’t want to miss this. Secure your space here: https://hubs.la/Q02x4FCb0

“The past 15 years have been the building blocks for Acadia and the broader industry. Having recently come together with LSEG (London Stock Exchange Group) as part of the post-trade family, our community of 3000+ clients can now benefit from true integration – cleared, uncleared, financial and capital optimization, operational workflow management –as we work towards a more efficient post trade environment.” – Chris Walsh Yesterday, the Acadia team celebrated its 15-year anniversary with a Market Close ceremony, following Acadia’s acquisition by LSEG in March 2023. Forged in the aftermath of the 2008 Global Financial Crisis, Acadia now enables over $1 trillion in collateral exchanges daily for global and regional institutions. A huge thank you our expert community of clients who have been on the journey with us so far!

The deadline to nominate Acadia’s IM Risk Generator for the Best Compliance Solution at the Financial Technologies Forum (FTF) News Awards is only a week away! We’re asking all those who have benefited from the service to show their support and VOTE! Category 6 : https://hubs.la/Q02vVVpr0 Find out more about IM Risk Generator : https://hubs.la/Q02vVVnz0

At LSEG Post Trade, we cover more than you’d expect. We partner with you across the trading life cycle to help you manage scarce resources, mitigate risks and navigate regulation. With LCH’s #clearing services, Post Trade Solutions, including Acadia, Quantile - An LSEG Business, and SwapAgent, and Regulatory Reporting (formerly UnaVista) Reporting, whatever your journey through financial markets, we’ll get you to where you want to be. Find out more: https://hubs.la/Q02vQxGr0

ICYMI, the latest insights from Acadia's Director of Industry Engagement, John Pucciarelli, on the hot topic of FINRA Rule 4210! Dive deep into the implications of this regulation for the "To Be Announced" (TBA) market before its upcoming implementation. Find out how these changes are set to impact margin requirements and risk management practices. Read now: https://hubs.la/Q02vyCfR0 #FINRA #Rule4210 #TBAmarket #FinancialIndustry #AcadiaInsights

Acadia team (Nan Jiang, Takk Nagai, John Pucciarelli, Naoko Ito) was in attendance at ISDA’s AGM in Tokyo last week, speaking with trailblazers from around the globe. Our Director of Industry Engagement, John Pucciarelli, was part of an expert panel, exploring the cost of capital reforms, following the publication of proposed rules to implement the final Basel III measures.

Check out the latest episode of Acadia’s Ahead of the Curve podcast, Eric Ehlers and Zeyu (Jerry) Shen, CFA are exploring how tech advancements have enabled improved run times for complex calculations in Open-Source Risk Engine using GPUs. Listen to the full episode here: https://hubs.la/Q02tWCVm0 Watch now: https://hubs.la/Q02tWrJT0

Acadia’s Jörg Kienitz will be speaking at The Fields Institute’s CFI Bootcamp on Machine Learning for Finance in Toronto on April 25th – 26th. His talk will apply Statistical Learning techniques based on the Gaussian distribution to solve problems within the Quantitative Finance space. If you’re in Toronto and would like to learn more about advanced machine learning techniques currently being used in the financial industry, you can register here: https://hubs.la/Q02sHC3F0