Isda Simm
Harnessing new technology
Sponsored Q&A: Risk Technology Rankings 2016 | Murex
Margin model keeps testing the limits of industry co-operation
Simm supporters say it is a work in progress, but more participants may slow that progress
Stretched margins: growing pains for Simm
The standard initial margin model could become more strained as its use expands in 2017
Non-cleared margin – a timeline
Milestones in the development of margin requirements for non-cleared trades
Industry friction on initial margin model backtesting
NFA said to have set 10-day standard; other regulators applying different approach
Industry faces crunch time on Simm enhancements
If the required new risk factors are not added on time, firms may face a more punitive look-up grid
Derivatives start-up aims to cut costs at margin hub
Ex-Morgan Stanley bankers’ offering aims to reduce daily collateral flows that currently top $200bn
Fears rise that Asia will miss March 2017 margin deadline
India, Australia, Singapore and Hong Kong have yet to publish non-cleared margin rules
Non-cleared margin rules put spotlight on Blazer market hub
Trade and model mismatches will be key tests for vital margin call service
Banks prepare for bumpy ride as margin deadline looms
Banks and funds may have limited set of counterparties on September 1
Sense and sensitivities: Isda Simm is not so simple
Three industry experts argue initial margin calculations for uncleared trades won't work without centralised calibration of sensitivities