In preparation for September 2020, when an increased number of entities are expected to be… Read more ISDA SIMM™ Phase 5 License Agreement
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ISDA SIMM™ Phase 5 License Agreement
In preparation for September 2020, when an increased number of entities are expected to be... Read more ISDA SIMM™ Phase 5 License Agreement
Documents (0)
ISDA Publishes ISDA SIMM™ 2.1
ISDA has published the ISDA SIMM™ Methodology, version 2.1, with an Effective Date of December... Read more ISDA Publishes ISDA SIMM™ 2.1
Documents (1)
Invitation to join the ISDA SIMM Crowdsourcing Utility
In 2016, ISDA launched the ISDA SIMM Crowdsourcing Utility, operated by ICE Benchmarks Administration, to... Read more Invitation to join the ISDA SIMM Crowdsourcing Utility
ISDA Publishes ISDA SIMM™ 2.0
ISDA has published the ISDA SIMM™ Methodology, version 2.0, with an Effective Date of December... Read more ISDA Publishes ISDA SIMM™ 2.0
Documents (1)
ISDA publishes draft of ISDA SIMM™ documents
ISDA publishes documents related to ISDA’s proprietary Standard Initial Margin Model for non-cleared derivatives (ISDA... Read more ISDA publishes draft of ISDA SIMM™ documents
Documents (9)
- simm-from-principles-to-model-specification-4-mar-2016-v4-public (pdf)
- im-discussion-paper-20150615-clean-public (pdf)
- isda-simm-faq-27-july-2016-public (pdf)
- ISDA SIMM Methodology, version R1.0 (pdf)
- ISDA SIMM Methodology, version R1.1 (pdf)
- ISDA SIMM Methodology, version R1.2 (pdf)
- ISDA SIMM Methodology, version R1.3 (pdf)
- simm-crosscurrencyswap-treatment-revised-27feb2017-public (pdf)
- isda-simm-crowdsourcing-utility-user-guidelines-16-february-2017-v13 (pdf)
ISDA SIMM Licensed Vendors
[Last Updated on January 11, 2019] Any party which offers commercial services based on the... Read more ISDA SIMM Licensed Vendors