[Last Updated on March 21st, 2024] Any party which offers commercial services based on the… Read more ISDA SIMM Licensed Vendors
Committee: ISDA SIMM Governance Forum
The SIMM Governance Forum is responsible for updating and maintenance of SIMM by agreeing model changes, conducting annual backtesting, calibration and benchmarking and quarterly monitoring cycles. This form allows member firms to discuss broad issues regarding the ISDA SIMM and consider requests and comments from regulators and market participants regarding the SIMM methodology.
South Korea: ISDA comment letter to Foreign Exchange Policy Division, Ministry of Strategy and Finance on the Macro-Prudential Stability Levy
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Documents (0) for South Korea: ISDA comment letter to Foreign Exchange Policy Division, Ministry of Strategy and Finance on the Macro-Prudential Stability Levy
Committee: ISDA Joint Association Task Force CCP Capital and SA-CCR
Discussion with ISDA and other trades on CCPs’ provision of required data for capital calculation, especially for default fund contributions.
GFMA, IIF and ISDA Statement on the Fundamental Review of the Trading Book (FRTB) Framework issued today by the Basel Committee on Banking Supervision
NEWS RELEASE For Immediate Release GFMA, IIF and ISDA Statement on the Fundamental Review of… Read more GFMA, IIF and ISDA Statement on the Fundamental Review of the Trading Book (FRTB) Framework issued today by the Basel Committee on Banking Supervision
Documents (1) for GFMA, IIF and ISDA Statement on the Fundamental Review of the Trading Book (FRTB) Framework issued today by the Basel Committee on Banking Supervision
Documents (1) for Request for Proposal: Interest Rate Derivatives Trade Repository
Request for Proposal: Commodity Derivatives Trade Repository
Press Release / RFP / Appendix
Documents (3) for Request for Proposal: Commodity Derivatives Trade Repository
Market Practice Guidance for German CPI Rescaling
Guidance for parties to over-the-counter inflation derivative transactions that are affected by the rebasing of… Read more Market Practice Guidance for German CPI Rescaling
Documents (1) for Market Practice Guidance for German CPI Rescaling
Committee: ISDA SIMM Licensed Vendor Group
Interaction and updates on the SIMM developments for licensed vendors.