ISDA SIMM to Move to Semiannual Calibration
The ISDA Standard Initial Margin Model (ISDA SIMM) has proved to be robust since its... Read more ISDA SIMM to Move to Semiannual Calibration
Tag: Initial Margin
Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2022
The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows... Read more Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2022
Documents (1) for Key Trends in the Size and Composition of OTC Derivatives Markets in the Second Half of 2022
Video: Automation and Standardization of Collateral Processes
Collateral management systems and processes have sometimes come under strain during periods of stress, putting... Read more Video: Automation and Standardization of Collateral Processes
Documents (0) for Video: Automation and Standardization of Collateral Processes
ISDA Margin Survey Shows $1.4 Trillion in Margin Collected at Year-end 2022
ISDA has published its latest margin survey, which shows that $1.4 trillion in initial margin... Read more ISDA Margin Survey Shows $1.4 Trillion in Margin Collected at Year-end 2022
Documents (1) for ISDA Margin Survey Shows $1.4 Trillion in Margin Collected at Year-end 2022
ISDA Margin Survey Year-end 2022
The ISDA Margin Survey analyzes the amount and type of initial margin (IM) and variation... Read more ISDA Margin Survey Year-end 2022
Documents (1) for ISDA Margin Survey Year-end 2022
ISDA publishes ISDA SIMM™ Methodology, version 2.5A
ISDA has published the ISDA SIMM™ Methodology, version 2.5A, with an effective date of July 15,... Read more ISDA publishes ISDA SIMM™ Methodology, version 2.5A
Documents (1) for ISDA publishes ISDA SIMM™ Methodology, version 2.5A
ISDA SIMM Crowdsourcing Facility
In 2016, ISDA launched the ISDA SIMM™ Crowdsourcing Facility, operated by ICE Benchmark Administration, to... Read more ISDA SIMM Crowdsourcing Facility
Documents (2) for ISDA SIMM Crowdsourcing Facility
ISDA Create Unlocking Efficiencies and Savings: Digitized Legal Documentation Negotiation
The derivatives industry increasingly recognizes the need for greater standardization, automation and digitization across the... Read more ISDA Create Unlocking Efficiencies and Savings: Digitized Legal Documentation Negotiation
Documents (1) for ISDA Create Unlocking Efficiencies and Savings: Digitized Legal Documentation Negotiation
Letter to PRA and BOE on UK EMIR Equity Option Exemption
On March 3, ISDA, the Alternative Investment Management Association and the Investment Association sent a... Read more Letter to PRA and BOE on UK EMIR Equity Option Exemption
Documents (1) for Letter to PRA and BOE on UK EMIR Equity Option Exemption
ISDA Letter on Reform of UK EMIR
On December 22, 2022, ISDA CEO Scott O’Malia sent a letter and accompanying note to... Read more ISDA Letter on Reform of UK EMIR