Stretched margins: growing pains for Simm

The standard initial margin model could become more strained as its use expands in 2017

Tall order: the model will soon face a new set of challenges

So far, those behind the standard initial margin model (Simm) have plenty to be proud of. There were certainly jitters in the weeks and days preceding the launch of initial margin rules for non-cleared derivatives in the US, Canada and Japan on September 1, but the Simm's performance in the past three months with the 21 banks caught in the first phase of the rules has gone relatively smoothly.

To its supporters, the model designed by a forum organised by the International Swaps and Derivatives

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

Most read articles loading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here