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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.

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