ISDA Publishes ISDA SIMM v2.3

ISDA has published the ISDA SIMM™ Methodology, version 2.3, with an Effective Date of December 5, 2020. This version of SIMM includes updates based on the full recalibration and industry backtesting of the methodology.

Documents (1) for ISDA Publishes ISDA SIMM v2.3

Paper on Enhancing Liquidity and Risk Management

As ISDA marks its 40th anniversary this year, it is an opportune time to reflect on the challenges and opportunities faced by the global derivatives markets over the past four decades. Rapid growth, continued innovation, regulatory reform, central clearing, margining,...