ISDA has published the ISDA SIMM® Methodology, version 2.8+2506, which is effective from December 6, 2025.
This version of the SIMM includes updates based on the calibration of the main delta risk weights and other parameters using data up to June 30, 2025, following the industry backtesting of the methodology. This marks the second SIMM version published under the new semiannual calibration cycle introduced 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 December 6, 2025 means that ISDA SIMM users should use SIMM version 2.8+2506 to calculate the initial margin for Close of Business (COB) on Friday December 5, 2025 onwards. This means that the first day for exchange of initial margin calculated using SIMM version 2.8+2506 would be on Monday December 8, 2025.
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ISDA Publishes ISDA SIMM® Methodology, Version 2.8+2506
ISDA has published the ISDA SIMM® Methodology, version 2.8+2506, which is effective from December 6, 2025. This version of the SIMM includes updates based on the calibration of the main delta risk weights and other parameters using data up to...
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