Quantile + Acadia's Canadian Forum
in Toronto


Quantile + Acadia’s Canadian Forum in Toronto


On the 5th October, Quantile + Acadia hosted our first Canadian Forum in Toronto, coming together as part of LSEG Post Trade.

The event was well attended, and saw Canadian market participants including regional banks, pension funds and asset managers come together to discuss global regulatory updates, new and evolving risk management and post trade optimisation strategies.

Our colleagues at Acadia discussed Workflow Automation and how this can maximise cost efficiencies and remove silos and manual operations.

Quantile’s Esben Urbak, Head of Product, discussed best practice for optimising cleared and uncleared IM and capital under SA-CCR, together with future opportunities to drive new efficiencies across buy- and sell-side portfolios.

Our Counterparty Risk Optimisation service can help Canadian participants to reduce funding costs by analysing the risk of transactions between participants and rebalancing portfolios with new market risk neutral trades that reduce risk and release capital. The service can sweep risk into LCH SwapAgent and CCPs where it can be held more efficiently and benefit from reduced capital consumption.

If you’d like to join Quantile’s extensive network please get in touch to get started.

We look forward to hosting more events to promote discussion around key market issues and the role optimisation can play in reducing costs and improving efficiency. Please keep an eye out for events in your region.

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If you'd like to find out more about out counterparty risk optimisation service, please click here.

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