Acadia integrates SIMM 2.5A to Open Source Risk Engine

In order to unify Acadia’s open source ISDA SIMM implementation and better align the SIMM model with its existing hosted risk services, Acadia are deprecating the legacy Java-based SIMM-Lib application (updated only through v2.5) and integrating its ongoing open source SIMM model support into the Open Source Risk Engine (ORE).

ORE is the same analytics library that powers the hosted daily Uncleared Margin Rule (UMR) Risk Suite supporting the latest version ISDA SIMM v2.5A as well as all previous versions, and contains much broader pricing and integrated market/credit risk functionality for derivatives, structured products, and other traded instruments.

This change does not impact commercial users of Acadia’s hosted UMR Risk Suite and is only relevant to local users of Acadia’s open source SIMM libraries.

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