Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix

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Documentation

March 26, 2014

A whitepaper discussing the SIMM for non-cleared derivatives was published by ISDA in December 2013. An appendix to the paper discussing risk factors and idiosyncratic risk was added in March 2014.

Documents (1) for Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix

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Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix

Documents (1) for Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix

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