ISDA SIMM to Move to Semiannual Calibration
The ISDA Standard Initial Margin Model (ISDA SIMM) has proved to be robust since its... Read more ISDA SIMM to Move to Semiannual Calibration
Tag: ISDA SIMM
ISDA AGM 2023: Eric Litvack Chairman Remarks
ISDA Annual General Meeting May 11, 2023 Chairman Remarks Eric Litvack, ISDA Chairman Good morning,... Read more ISDA AGM 2023: Eric Litvack Chairman Remarks
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ISDA AGM 2023: Day 2 Scott O’Malia Welcoming Remarks
ISDA Annual General Meeting May 11, 2023 Welcoming Remarks Scott O’Malia, ISDA CEO Good... Read more ISDA AGM 2023: Day 2 Scott O’Malia Welcoming Remarks
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ISDA AGM 2023: Day 1 Scott O’Malia Opening Remarks
ISDA Annual General Meeting May 10, 2023 Opening Remarks Scott O’Malia, Chief Executive Officer Good... Read more ISDA AGM 2023: Day 1 Scott O’Malia Opening Remarks
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ISDA publishes ISDA SIMM™ Methodology, version 2.5A
ISDA has published the ISDA SIMM™ Methodology, version 2.5A, with an effective date of July 15,... Read more ISDA publishes ISDA SIMM™ Methodology, version 2.5A
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Responding to Market Stress
Recent banking failures in the US and the acquisition of Credit Suisse by UBS are... Read more Responding to Market Stress
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Phase Six IM: The End of the Beginning
It’s been a long journey. Six years ago, the largest 20 dealers began exchanging initial... Read more Phase Six IM: The End of the Beginning
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ISDA Publishes ISDA SIMM v2.5
ISDA has published the ISDA SIMM® Methodology, version 2.5, with an effective date of December 3,... Read more ISDA Publishes ISDA SIMM v2.5
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SIMM Consistency is Vital
Since regulatory initial margin (IM) requirements went into effect in 2016, hundreds of derivatives users... Read more SIMM Consistency is Vital
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Last Chance for Phase Six IM Compliance
If there’s one lesson from the most recent round of initial margin (IM) requirements in... Read more Last Chance for Phase Six IM Compliance