From September 2023, ISDA SIMM™ is performing a recalibration both annually and quarterly off-cycle in response to industry advocacy that the annual recalibration of the SIMM™ model has not been responsive enough to significant market events. Most firms have managed the annual recalibration manually, but now with five new versions per year this has become too labor intensive.
From September 2023, ISDA SIMM™ is performing a recalibration both annually and quarterly off-cycle in response to industry advocacy that the annual recalibration of the SIMM™ model has not been responsive enough to significant market events. Most firms have managed the annual recalibration manually, but now with five new versions per year this has become too labor intensive.
Acadia’s IM Recalibration Analytics module enables firms to be able to predict with certainty the impact on their initial margin exposure based on the new ISDA SIMM™ versions.
With support for both the annual recalibration and quarterly off-cycle recalibrations Acadia covers all recalibration eventualities in an easy-to-use web-based tool.
From September 2023, ISDA SIMM™ is performing a recalibration both annually and quarterly off-cycle in response to industry advocacy that the annual recalibration of the SIMM™ model has not been responsive enough to significant market events. Most firms have managed the annual recalibration manually, but now with five new versions per year this has become too labor intensive.
Acadia’s IM Recalibration Analytics module enables firms to be able to predict with certainty the impact on their initial margin exposure based on the new ISDA SIMM™ versions.
With support for both the annual recalibration and quarterly off-cycle recalibrations Acadia covers all recalibration eventualities in an easy-to-use web-based tool.
Validate new ISDA SIMM™ versions immediately
Understand impact of recalibrations on exposures
Prepare for changes in collateral requirements
Measure the impact of remedial actions
We offer more than just IM Recalibration Analytics. Find out what Acadia solutions can offer your business and drive it forward across departments.
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