Moving forward with Backtesting: Unravelling European requirements for IM model validation
Ahead of the Curve
Ahead of the Curve
Moving forward with Backtesting: Unravelling European requirements for IM model validation
Feb 11, 2022 Season 1 Episode 10
Acadia

Join Deepak Sitlani, Partner at Linklaters and Robert Kirchner, European Head of Acadia’s Quantitative Services as they discuss initial margin model validation for firms under EMIR regulation. They unravel the latest RTS and explain why Backtesting is as important for firms under the uncleared margin rules today as it is in the future when the RTS comes into force. Find out what happens if a Backtest fails and how Phase 5 and 6 firms can be “regulatory ready”.

Listen time 20 mins.
Recorded and produced by Lansons
www.Lansons.com