In response to the global financial crisis of 2008-2009, the Group of 20 nations agreed… Read more Initial Margin for Non-Centrally Cleared Derivatives: Issues for 2019 and 2020
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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 Regulatory Margin Self-Disclosure Letter – Korea
The ISDA Regulatory Margin Self-Disclosure Letter – Korea Supplement published on June 12, 2017 is... Read more ISDA Regulatory Margin Self-Disclosure Letter – Korea
VM Big Bang Transition, Relief and Guidelines
Summary table of regulatory transitional periods, relief and guidelines with respect to variation margin requirements... Read more VM Big Bang Transition, Relief and Guidelines
Documents (1)
MTA Amendment Agreement
This form of agreement may be used by two parties to amend the minimum transfer... Read more MTA Amendment Agreement
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)
Creating a New CSA under English Law: ISDA and IHS Markit Tutorial Series
ISDA and IHS Markit have collaborated to bring together a three part pre-recorded tutorial series... Read more Creating a New CSA under English Law: ISDA and IHS Markit Tutorial Series
Documents (0)
Creating a New CSA under New York Law: ISDA and IHS Markit Tutorial Series
ISDA and IHS Markit have collaborated to bring together a three part pre-recorded tutorial series... Read more Creating a New CSA under New York Law: ISDA and IHS Markit Tutorial Series
Documents (0)
ISDA sends VM ‘Big Bang’ letter to regulators
ISDA, the Global Financial Markets Association, including its Global FX Division, the Investment Association, Financial... Read more ISDA sends VM ‘Big Bang’ letter to regulators
Documents (1)
ISDA Regulatory Margin Self-Disclosure Letter – Japanese Translation
The ISDA Regulatory Margin Self-Disclosure Letter, published on June 30, 2016, is intended to assist... Read more ISDA Regulatory Margin Self-Disclosure Letter - Japanese Translation
Documents (1)
ISDA Regulatory Margin Self-Disclosure Letter – French Translation
The ISDA Regulatory Margin Self-Disclosure Letter, published on June 30, 2016, is intended to assist... Read more ISDA Regulatory Margin Self-Disclosure Letter - French Translation