Tag: Risk Management

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Project Acacia and Tokenized Markets with Justin Chapman and Paul Abraham

Project Acacia and Tokenized Markets with Justin Chapman and Paul Abraham

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As tokenized assets move into real-world testing, institutional investors need to understand how they could affect existing payment systems, settlement processes, risk controls, and operating models.

What can real-world testing teach financial institutions about the next stage of digital markets?

In this episode, Paul Fahey speaks with Justin Chapman, Group Head of Strategic Partnerships, Digital Assets and Financial Markets at Northern Trust, and Paul Abraham, Chief of Investment Services at Commonwealth Superannuation Corporation, about Project Acacia. They cover a live use case connecting a tokenized carbon credit with traditional cash settlement, what institutional investors are learning about tokenized assets and digital cash, and why hybrid infrastructure may remain part of financial markets as adoption develops.

Key points:

  • How Project Acacia tested tokenized assets alongside traditional payment infrastructure and settlement processes
  • Why institutional investors are studying tokenization before broader adoption reaches their operating models
  • How digital cash, tokenized equities, and different settlement models may develop across jurisdictions
  • Where tokenization may improve liquidity, collateral use, operational efficiency, and risk visibility
  • Why trust, liquidity, security, and regulatory clarity remain central to wider institutional participation
  • And more!

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About Paul Abraham:

Paul Abraham is Chief of Investment Services at Commonwealth Superannuation Corporation (CSC), which provides superannuation products and services to Australian Government and Australian Defense Force employees. He joined CSC in 2005 and brings more than 30 years of financial services experience, with previous roles spanning chartered accountancy, asset management, and financial planning across Australia, London, Tokyo, and Singapore. Paul is a Fellow of the Institute of Chartered Accountants Australia and holds a Master of Financial Management from Australian National University and a Bachelor of Business (Accountancy) from Charles Sturt University.

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Institutional Investing in a Changing Global Market

Institutional Investing in a Changing Global Market

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Institutional investors are balancing rapid market change with the need to make disciplined, long-term investment decisions.

As regulations evolve, technology advances, and geopolitical events influence capital flows, investors are balancing opportunity with operational discipline.

In this episode, Paul Fahey speaks with Gerard Walsh, Global Head of Market Solutions, Banking and Markets at Northern Trust, about the forces shaping institutional investing today. They explore how geopolitical developments are influencing investment decisions, why operational resilience has become a growing priority, what organizations should consider as more markets move toward T+1 settlement, and how artificial intelligence is being applied to risk management, cybersecurity, and decision support. 

Gerard also shares why strategy, thoughtful execution, and experienced human judgment continue to play an essential role alongside advancing technology.

Key takeaways:

  • How geopolitical events are influencing institutional investment decisions and capital allocation worldwide
  • Why operational resilience and risk management have become priorities for large investment organizations
  • What investors should prepare for as more global markets transition toward T+1 settlement cycles
  • Practical examples of artificial intelligence improving cybersecurity, risk monitoring, and operations
  • Why experienced human judgment remains essential alongside AI-driven decision support
  • And more!

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The New Era of OCIO with Anwiti Bahuguna

The New Era of OCIO with Anwiti Bahuguna

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The world of institutional investing continues to grow more complex, and many organizations are turning to outsourced chief investment officer (OCIO) partnerships to help them navigate that complexity.

In this episode, host Paul Fahey is joined by Anwiti Bahuguna, Global Co-Chief Investment Officer Asset Management & CIO Multi-Asset Investment, to explore how the OCIO model is evolving and why it’s becoming an essential component of modern investment governance. Drawing on her deep experience in multi-asset management, Anwiti explains how institutions can balance transparency, technology, and tailored strategy in an increasingly dynamic market environment.

Here’s what you can expect from the episode:

  • The evolution of the OCIO model from smaller mandates to billion-dollar portfolios
  • How technology, data, and transparency are redefining investment oversight
  • What distinguishes an effective OCIO partnership in today’s market
  • Where the OCIO model is heading over the next decade
  • And more!

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Making Factor Models Work for Investment Teams with Sandeep Varma

Making Factor Models Work for Investment Teams with Sandeep Varma

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Factor models can seem intimidating, but when applied effectively, they transform how investment teams understand risk and return.

In this episode, host Paul Fahey interviews Sandeep Varma, Co-Founder and CEO of Equity Data Science (EDS). Paul and Sandeep discuss how factor modeling reshapes decision-making, performance analysis, and collaboration for managers. Sandeep shares his journey from quant to entrepreneur, why visualization and artificial intelligence (AI) matter, and how EDS empowers firms to integrate research and risk seamlessly.

Sandeep discusses:

  • His journey from Wall Street quantitative analyst to founding Equity Data Science (EDS)
  • How EDS combines research and risk tools to enhance investment management
  • The evolution from simple alpha/beta models to advanced multi-factor frameworks
  • The role of visualization, AI, and real-time collaboration in turning data into insights
  • Why managers should embrace factors as tools for consistency and better communication with investors

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About Sandeep Varma:

Sandeep Varma co-founded Equity Data Science in 2017 and serves as the company’s Chairman and CEO.  His unique experience includes computer science, fundamental analysis, and data science. Prior to founding EDS, Sandeep was a quantitative analyst at Bridger Capital and a quantitative and fundamental analyst at Herring Creek Capital, a hedge fund founded by Steve Galbraith, where he developed a proprietary quantitative platform for idea generation and risk management. Prior to that, he was a quantitative analyst at Credit Suisse, where his responsibilities included portfolio and risk analysis and quantitative modeling for the Prime Brokerage and Securities desks. Before joining Credit Suisse in 2008, Sandeep developed and managed trading and risk management systems at Lehman Brothers and UBS. Sandeep received his Master of Engineering in Computer Science from Cornell University and is a Chartered Financial Analyst.

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Preparing for T+1

Preparing for T+1

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Faster Forward welcomes Natalie Berkecz, Global Head of Regulatory Solutions at Northern Trust, to explore the industry’s pivotal shift to a T+1 settlement cycle. In this episode, Natalie discusses the impact the change will have, the steps that regulatory bodies and market participants are taking to ensure the transition is as seamless as possible, and the opportunities this change will unlock for the industry.  

Key Discussion Points:

  • Market developments in recent years that have supported a transition to T+1
  • The benefits of this transition on various market participants 
  • Challenges the industry may face with the change to a shorter settlement cycle
  • Addressing the impact to the EMEA and APAC markets, given that the transition is for US and Canadian settlement cycles
  • Preparing operationally for a shorted settlement cycle
  • Steps that organizations such as Northern Trust are taking to make the transition as seamless as possible for clients 
  • And much more!

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