STAY ABREAST OF CHANGES IN ISDA SIMM™ RECALIBRATION

IM Recalibration Analytics

Calculate your Initial Margin exposure impact instantly

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.

STAY ABREAST OF CHANGES IN ISDA SIMM™ RECALIBRATION

IM Recalibration Analytics

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Calculate your Initial Margin exposure impact instantly

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.

Understand the impact of new version of SIMM™ on your firms exposure
See Counterparty and Netting Set Level Exposure Changes
Daily Trend Analysis to track if differences are growing

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.

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Acadia automates the validation of new ISDA SIMM™ versions

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.

Understand the impact of new version of SIMM™ on your firms exposure
See Counterparty and Netting Set Level Exposure Changes
Daily Trend Analysis to track if differences are growing

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.

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