Following the 2026 primary calibration exercise, ISDA is pleased to publish ISDA SIMM® version 2.9+2606. This version incorporates updates arising from the recalibration of the model using historical data up to and including 30 June 2026.
The ISDA SIMM methodology remains a central component of the SIMM Governance Framework, to which all ISDA SIMM users are expected to adhere.
SIMM version 2.9+2606 has an effective date of 5 December 2026. SIMM users should therefore apply this version when calculating initial margin from Close of Business on Friday, 4 December 2026 onwards. The first exchange of initial margin calculated under SIMM version 2.9+2606 will take place on Monday, 7 December 2026.
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ISDA Publishes ISDA SIMM® Methodology, Version 2.9+2606
Following the 2026 primary calibration exercise, ISDA is pleased to publish ISDA SIMM® version 2.9+2606. This version incorporates updates arising from the recalibration of the model using historical data up to and including 30 June 2026. The ISDA SIMM methodology...
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