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

IM Backtesting and Benchmarking

Book a meeting
Chevron Icon
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.

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

Driving the derivatives industry as one

We offer more than just IM Backtesting & Benchmarking. Find out what Acadia solutions can offer your business and drive it forward across departments.

VIEW OUR CLIENT SOLUTIONS
Chevron Icon

Related Content

View all >

Perspectives 2022 - Reflection on the pace of change

August 25, 2021

Learn More >

IT Budget Considerations 2022 - Collateral, Margin & Risk Mitigation

August 9, 2021

Learn More >

Are you invested in agreement digitization? An industry view of the cost and value of connecting documents with data

August 5, 2021

Learn More >

Taking on Risk: Moving to Fully Integrated Risk Management through Shared Infrastructure

July 8, 2021

Learn More >

Paying it Forward with Automation

April 12, 2022

Learn More >

A Comprehensive Guide To Uncleared Margin Rules 2022

February 25, 2022

Learn More >

UMR Phase 6

September 30, 2021

Learn More >

Perspectives 2022 - Reflection on the pace of change

August 25, 2021

Learn More >

Perspectives 2022 - Reflection on the pace of change

August 25, 2021

Learn More >

IT Budget Considerations 2022 - Collateral, Margin & Risk Mitigation

August 9, 2021

Learn More >

Are you invested in agreement digitization? An industry view of the cost and value of connecting documents with data

August 5, 2021

Learn More >

Taking on Risk: Moving to Fully Integrated Risk Management through Shared Infrastructure

July 8, 2021

Learn More >

Podcast Transcript: Open-Source Technology – What role can it have in the risk industry?

February 2, 2022

Learn More >

Podcast Transcript - Moving forward with Backtesting: Unravelling European requirements for IM model validation

February 11, 2022

Learn More >

A Comprehensive Guide To Uncleared Margin Rules 2022

February 25, 2022

Learn More >

Clarifying UMR Phase 5 & 6 requirements for firms under EMIR: Present & Future

December 17, 2021

Learn More >