Ahead of the Curve podcast

In this episode, industry experts John Pucciarelli, Stuart Smith and Will Thomey explore key market developments shaping the financial landscape in 2025. The discussion covers the evolving ISDA SIMM™ model as it shifts from annual to semi-annual updates, and the impact on firms’ workflows.

John Pucciarelli is joined by Stuart Smith to discuss key areas of the transition from ISDA SIMM 2.6 to 2.7, including notable changes, impacts and the tips for firms making the leap. Packed with useful insights, this episode will be useful for firms who will be adapting to the recalibrated model.

Join our host Scott Sobolewski as he interviews Roland Stamm, Partner within our Quantitative Services division on the important topic of model validation both for ISDA SIMM and complex internal models.

In this latest episode of Ahead of the Curve, our host, Scott Sobolewski, chats with James Mac Hale – Head of Market Data in Post Trade Solutions about the monumental task of creating a centralised market data library of over fifty thousand different types of daily curve inputs as part of our hosted service to support firms in their risk and pricing calculations.

Scott O’Malia, CEO at ISDA returns for a ‘threepeat’, his 3rd time on the podcast. He joins John Pucciarelli, Head of Industry Engagement for this special episode of Ahead of the Curve. Their discussion ranges from the benefits and adoption of the Common Domain Model (CDM) across the industry, reflections on the advocacy and impact of the latest capital reforms including Basel III end game. Scott and John also discuss the latest regions to adopt Uncleared Margin Rules in 2024, and the role that ISDA plays in ensuring industry standards are maintained globally. The interview ends with Scott’s views on geopolitical risk and its potential impacts on the OTC derivatives market– it is a podcast not to be missed!

In this episode of Ahead of the Curve, John Pucciarelli – Head of Industry Engagement and Stuart Smith, Co-Head of Business Development discuss the paper issued by the Basel Committee on Banking Supervision (BCBS) on the Proposed Guidelines for Counterparty Credit Risk Management. They provide an insight into the guidelines and share their perspectives on the why the regulators felt more stringent controls are required in the wake of the Archegos default.

Join our host Roland Stamm, alongside his colleague Joey O'Brien, Senior Consultant as they explore the topic of Backtesting of Future Risk Factors. This discussion is inspired by a recent client engagement, focusing on the utilisation of the Open Source Risk Engine (ORE) library within a counterparty credit risk framework.

Our host Devin Cook is joined by Alexis David, both Senior Consultants within our Quantitative Services team. They discuss the merits of Open Source Risk Engine (ORE) and explain the myriad of resources available to assist in implementing the software. They share nuggets of information which will be useful to anybody wanting to use ORE for the first time, or looking to expand their knowledge to understand the latest capabilities.

Eric Ehlers, Principal Consultant at Post Trade Solutions makes his debut hosting Ahead of the Curve podcast alongside his colleague Zeyu (Jerry) Shen. They share their expertise in explaining how to speed up crucial processing time for running complex calculations in Open Source Risk Engine (ORE) by utilising GPGPU (General purpose computing on graphics processing units).

Join our host Stuart Smith, Co-Head of Business Development and Scott Sobolewski, Co-Head of Quantitative Services as they discuss the merits of using open source software.

John Pucciarelli, Client Director and Stuart Smith, Co-Head of Business Development spend time in the studio discussing the potential impact of Basel III on banks and the broader macro economy. An insightful discussion filled with clear examples provides an insight into the implications of the new Basel regulatory recommendations.

Will Thomey and Richard Barton from Post Trade Solutions discuss the merits of improving efficiency and fully automating the settlement of collateral. The launch of Settlement Manager has spurred the ability for firms to access a unique, controlled, and robust settlement process that immediately settles collateral once a transfer has been agreed. Will and Richard also explore how the industry could pivot towards improved settlement netting and tokenisation – further removing friction and cost.

In this episode Scott Sobolewski, Co-Head of Quantitative Services, discusses the Open Source Risk Engine (ORE), a powerful and versatile tool for pricing and risk modeling of financial derivatives. ORE is available for free and is already being used by a number of financial institutions to support their risk management and regulatory compliance activities.

In this episode of Ahead of the Curve, Scott Sobolewski discusses why more and more crypto currency firms are looking to become regulated entities and the steps required to achieve this. A must-listen for any crypto firm that wants to carve out its niche in the market.