This version of the ISDA SIMM has updates that are based only on the full recalibration of the model and marks the first ISDA SIMM version publication of the new semiannual calibration cycle in 2025.
The ISDA SIMM methodology remains a central part of the SIMM Governance Framework that ISDA SIMM users are expected to adhere to.
The effective date of July 12, 2025 means that ISDA SIMM users should use SIMM version 2.7+2412 to calculate the initial margin for Close of Business (COB) on Friday July 11, 2025 onwards. This means that the first day for exchange of initial margin calculated using SIMM version 2.7+2412 would be on Monday July 14, 2025.
Documents (1) for ISDA Publishes ISDA SIMM® Methodology, Version 2.7+2412
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ISDA Publishes ISDA SIMM® Version 2.7+2412
This version of the ISDA SIMM has updates that are based only on the full recalibration of the model and marks the first ISDA SIMM version publication of the new semiannual calibration cycle in 2025. The ISDA SIMM methodology remains...
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