AcadiaSoft partners on uncleared swaps margin risk services with analytics firm Quaternion

AcadiaSoft and Quaternion Risk Management announced the formation of a partnership to provide risk services for firms subject to initial margining requirements for non-centrally-cleared derivatives. It couples AcadiaSoft’s automation capabilities with Quaternion’s quantitative expertise and so that AcadiaSoft clients can access a range of services via a secure hub.
Initially, the partnership will focus on helping firms with non-centrally cleared derivatives portfolios meet the operational and regulatory challenges associated with margin requirements. It is expected that the service will cut burdens for small firms as well. “Combining AcadiaSoft’s existing infrastructure with our risk analytics tools presents opportunities to create new products that will greatly benefit both the smaller players in the non-centrally-cleared market facing near-term hurdles, as well as larger, established institutions looking to reduce spend on functions that have become ‘business-as-usual’ and could now be more efficiently outsourced and standardized,” said Donal Gallagher, chief executive officer at Quaternion in a statement.

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