ISDA has published the ISDA SIMM® Methodology, version 2.4, with an effective date of December 4, 2021.
The effective date of December 4, 2021 means that SIMM users should use SIMM version 2.4 to calculate the initial margin for their portfolios for close of business on Friday, December 3, 2021 onwards. This means that the first day for the exchange of initial margin calculated using SIMM 2.4 would be on Monday, December 6, 2021.
This version of SIMM includes updates based on the full recalibration and industry backtesting of the methodology.
Documents (1) for ISDA Publishes ISDA SIMM v2.4
Latest
ISDA In Review – September 2026
A compendium of links to new documents, research papers, press releases and comment letters published by ISDA in September 2026.
ISDA Digital Assets Forum Opening Remarks
ISDA Digital Assets Forum Washington, DC October 6, 2026 Opening Remarks Scott O’Malia, CEO, ISDA Good morning, and a very warm welcome to the ISDA Digital Assets Forum. Thanks for joining us today, and a special thank you to...
Assessing Tokenized MMFs as Eligible Collateral
Distributed ledger technology and digital assets have matured from their early stages to solutions capable of addressing longstanding inefficiencies in collateral management. Tokenized money market funds (TMMFs) represent a particularly promising area for the application of this technology, combining the...
Response to EC on Carbon Accounting
On October 5, ISDA responded to the Joint Research Centre (JRC) of the European Commission (EC) survey, drawing on input from five member firms across the banking, exchange and market-data sectors. The response highlighted broad support for internationally recognized carbon...