Acadia's Risk Suite provides firms with a toolkit that helps them to comply with Uncleared Margin Rules (UMR). From industry-standard IM reconciliation and dispute management to bespoke Backtesting and Sensitivities calculation, we fast-track your compliance journey, maximizing cost and operational efficiencies.
We offer the industry-standard platform for initial margin calculation, reconciliation and dispute resolution, used by the majority of firms that are subject to Regulatory IM.
IM Threshold Monitor provides instant access to all of your Reg IM exposures so you don't have to prepare for initial margin a moment earlier than you need to. Designed for in scope firms below the $50m threshold.
IM Risk Generator eliminates the need for firms to calculate risk sensitivities or generate the Common Risk Interchange Format (CRIF) file in-house. Sensitivities calculation is a vital, complex requirement that all firms must undertake in order to provide their initial margin calculations.
IM Backtesting & Benchmarking service includes dynamic and static back-testing of ISDA SIMM™ and benchmarking SIMM™ against three industry-standard risk methodologies to assist in monitoring the effectiveness of SIMM™ as a margin model.
Risk Analytics provides your firm with visualization tools to enable a quantitative review of your initial margin exposure and a comparison to the industry.
Our Capital Calculation Service provides a cost-effective solution for the generation of daily regulatory capital metrics in a timely and repeatable process.
Pre-Trade Analytics provides a real-time view of the impact of selected trades on your initial margin exposure. Leverage extensive product coverage to quickly and easily determine impact new trades might have on existing IM exposure relationships.
SA-CCR has a significant impact on regulatory capital calculations. It requires banks to take a new approach to calculating counterparty credit exposure. The SA-CCR Optimization Service provides an opportunity to reduce consumption levels and deploy capital in a more efficient manner.
Our Risk Services Suite (RSS) provides a standardized approach to UMR compliance. You benefit from a single contract, cost effective set price, connectivity to all Phase 1, 2, 3 and 4 firms, and access to the entire Acadia community.