ProductsRisk SuiteIM Backtesting & Benchmarking
Utilize a proven process to ensure regulatory compliance

IM Backtesting and Benchmarking

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Book a meeting
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A unique and cost-effective solution

Designed for firms that must provide regulatory backtesting reports

Acadia's IM Backtesting and Benchmarking offers access to a complete set of historical market data and a proven industry best practice for static or dynamic backtesting and benchmarking. We provide a transparent process that enables firms to fully understand and monitor quarterly ISDA SIMM™ as well as full reporting for regulatory review.

ProductsRisk SuiteIM Backtesting & Benchmarking
Utilize a proven process to ensure regulatory compliance

IM Backtesting and Benchmarking

Book a meeting
Chevron Icon
A unique and cost-effective solution

Designed for firms that must provide regulatory backtesting reports

Acadia's IM Backtesting and Benchmarking offers access to a complete set of historical market data and a proven industry best practice for static or dynamic backtesting and benchmarking. We provide a transparent process that enables firms to fully understand and monitor quarterly ISDA SIMM™ as well as full reporting for regulatory review.

Acadia offers an ISDA SIMM™ static or dynamic Backtesting & Benchmarking Service that includes both back-testing of SIMM™ over a historical period and benchmarking SIMM™ against four industry-standard risk methodologies to assist in monitoring the effectiveness of SIMM™ as a margin model.

We know that complying with the latest regulations can be burdensome. It requires your firm to have access to experienced resources, investment in IT systems, a complete set of historical market data and a thorough understanding of the requirements in a timely and repeatable process. Acadia brings firms a unique and cost-effective Backtesting and Benchmarking service for Initial Margin calculations that can be put in place ahead of regulatory approval or as a substitute for costly internal processes. In line with industry best-practice, clients are able to choose either static or dynamic backtesting for their statistical output.

We can help you to achieve regulatory compliance

Acadia's IM Backtesting and Benchmarking offers access to a complete set of historical market data and a proven industry best practice for static or dynamic backtesting and benchmarking. We provide a transparent process that enables firms to fully understand and monitor quarterly ISDA SIMM™ as well as full reporting for regulatory review.

Acadia offers an ISDA SIMM™ static or dynamic Backtesting & Benchmarking Service that includes both back-testing of SIMM™ over a historical period and benchmarking SIMM™ against four industry-standard risk methodologies to assist in monitoring the effectiveness of SIMM™ as a margin model.

We know that complying with the latest regulations can be burdensome. It requires your firm to have access to experienced resources, investment in IT systems, a complete set of historical market data and a thorough understanding of the requirements in a timely and repeatable process. Acadia brings firms a unique and cost-effective Backtesting and Benchmarking service for Initial Margin calculations that can be put in place ahead of regulatory approval or as a substitute for costly internal processes. In line with industry best-practice, clients are able to choose either static or dynamic backtesting for their statistical output.

Reduce operational and regulatory risk by utilizing an industry standard process

Be regulator ready with daily monitoring (dynamic) and detailed quarterly reports

Take data security seriously by uploading your portfolio to a highly secure, resilient and tested environment

Validate internal processes as a useful comparison tool

*figures quoted based on LIKEZERO data
KEY BENEFITS

Relieving the burden of complex regulations

Reduce operational and regulatory risk by utilizing an industry standard process

Be regulator ready with daily monitoring (dynamic) and detailed quarterly reports

Take data security seriously by uploading your portfolio to a highly secure, resilient and tested environment

Validate internal processes as a useful comparison tool

Lower costs through mutualization

KEY BENEFITS

Relieving the burden of complex regulations

1.

Reduce operational and regulatory risk by utilizing an industry standard process

Explore Digitization >

2.

Be regulator ready with daily monitoring (dynamic) and detailed quarterly reports

Explore Agreement Manager >

3.

Take data security seriously by uploading your portfolio to a highly secure, resilient and tested environment

View Factsheet >

4.

Validate internal processes as a useful comparison tool

View Factsheet >

5.

Lower costs through mutualization

Learn more

Contact us to find out more about IM Backtesting and Benchmarking

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