Found 25 results on ISDA.org containing "SIMM"

DateTitle / DescriptionDocuments
September 19th, 2017
ISDA has published an updated version of the ISDA SIMM™ Governance Framework which sets out the principles under which the ISDA Standard Initial Margin Model™ operates and the process through which it will be reviewed and amended on a consistent and transparent basis.
ISDA SIMM Governance Framework_19 September 2017 (PUBLIC).pdf
September 7th, 2017
Press Release
ISDA SIMM 2.0 press release FINAL.pdf
September 6th, 2017
ISDA is pleased to publish the ISDA SIMM™ Methodology, version 2.0, with an Effective Date of December 4, 2017. This version of SIMM includes updates based on the full recalibration and industry backtesting of the methodology. It also includes new risk factors for equity volatility indices, quanto CDS, and municipal swaps, as well as enhancements for vega and a separate risk weight bucket for commodity indexes.
ISDA SIMM v2.0 (PUBLIC).pdf
March 8th, 2017
<p>ISDA publishes documents related to ISDA’s proprietary Standard Initial Margin Model for non-cleared derivatives (ISDA SIMM™).</p> <br> <p>Under the revised licensing program, any market participant will be able to license the ISDA SIMM™ to calculate initial margin for its own or its clients’ non-cleared derivatives transactions. Third-party vendors will also be able to license the ISDA SIMM™ for proprietary services or products. As part of the revised terms, an annual licensing fee will apply to all those who use the ISDA SIMM™. The licensing fees collected will cover annual maintenance and recalibration costs associated with the ISDA SIMM™ to ensure it continues to meet current and future regulatory standards. The licensing fee will be reviewed annually.</p> <br> <p>Please direct any questions regarding the ISDA SIMM™ licensing program to isdalegal@isda.org.</p>
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_vR1.0_(PUBLIC).pdf ISDA SIMM Methodology_vR1.2_v2 (PUBLIC).pdf ISDA SIMM vR1.1 (PUBLIC).pdf SIMM_CrossCurrencySwap_Treatment_Revised_27Feb2017 (PUBLIC).pdf ISDA SIMM vR1.3 (PUBLIC).pdf ISDA SIMM Crowdsourcing Utility _User Guidelines_16 February 2017_v13.3_PUBLIC.pdf
September 1st, 2016
Press Release / ISDA Initiatives
SIMM Adoption FINAL.pdf Margin for Non-cleared Derivatives ISDA initiatives.pdf
April 5th, 2016
Press Release
ISDA-SIMM-Licensing-Press-Release-FINAL-05-04-2016.pdf
October 8th, 2015
Press Release
ISDA SIMM Crowdsourcing Utility Oct 8 2015.pdf
October 8th, 2015
Press Release: ISDA announces that ICE Benchmark Administration Limited (IBA) has been selected to build and operate the crowdsourcing utility for the ISDA SIMM™.
ISDA SIMM Crowdsourcing Utility Oct 8 2015_FINAL.pdf
July 1st, 2015
Press Release
ISDA launches tender for crowdsourcing FINAL.pdf
July 1st, 2015
Press Release
ISDA launches tender for crowdsourcing FINAL.pdf

Displaying 10 out of 16 documents found containing "SIMM"