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
SIMM
ISDA publishes updated ISDA SIMM™ Governance Framework
ISDA has published an updated version of the ISDA SIMM™ Governance Framework which sets out... Read more ISDA publishes updated ISDA SIMM™ Governance Framework
ISDA Launches Latest Version of ISDA SIMM Non-cleared Derivatives Margin Model
ISDA Launches Latest Version of ISDA SIMM Non-cleared Derivatives Margin Model NEW YORK, September... Read more ISDA Launches Latest Version of ISDA SIMM Non-cleared Derivatives Margin Model
Documents (1)
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)
Expanding ISDA SIMM Coverage
Developing the ISDA SIMM was never going to be a one-time deal – for ISDA... Read more Expanding ISDA SIMM Coverage
Documents (0)
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)
Margin for Non-cleared Derivatives: ISDA Initiatives
The introduction of new margin requirements for non-cleared derivatives will transform how firms use derivatives,... Read more Margin for Non-cleared Derivatives: ISDA Initiatives
IBA Selected as New ISDA SIMM™ Crowdsourcing Utility
For Immediate Release IBA Selected as New ISDA SIMM™ Crowdsourcing Utility NEW YORK,... Read more IBA Selected as New ISDA SIMM™ Crowdsourcing Utility
Documents (0)
ISDA Begins Tender Process for an ISDA SIMM™ Crowdsourcing Utility
ISDA Begins Tender Process for an ISDA SIMM™ Crowdsourcing Utility NEW YORK, July 1, 2015... Read more ISDA Begins Tender Process for an ISDA SIMM™ Crowdsourcing Utility
Documents (0)
Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix
A whitepaper discussing the SIMM for non-cleared derivatives was published by ISDA in December 2013.... Read more Standard Initial Margin Model for Non-Cleared Derivatives: White Paper and Appendix