Building a comprehensive market data utility for risk and pricing calculations

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Ahead of the Curve

Acadia

38 episodes

3 months ago

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.

All content for Ahead of the Curve is the property of Acadia and is served directly from their servers with no modification, redirects, or rehosting. The podcast is not affiliated with or endorsed by Podjoint in any way.

Investing

Technology,

Business

Building a comprehensive market data utility for risk and pricing calculations

Ahead of the Curve

25 minutes 18 seconds

1 year ago

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 daily curve inputs as part of the Acadia hosted service to support firms in their risk and pricing calculations. The podcast provides tips and advice for firms that are using or thinking of using the Open-Source Risk Engine (ORE) and highlights the importance of putting in the time and effort into planning the inputs into your risk engine to reap automation benefits down the line.Listen time: 25 minutes