Standard Initial Margin Model for Non-Cleared Derivatives

In order to facilitate the introduction of final BCBS-IOSCO guidelines for margin requirements for non-centrally cleared derivatives, ISDA is proposing a standard initial margin model (SIMM) which could be used by market participants. A common methodology would have several key benefits to the market, such as permitting timely and transparent dispute resolution and allowing consistent regulatory governance and oversight. This whitepaper discusses the model.

Documents (1) for Standard Initial Margin Model for Non-Cleared Derivatives