IM Backtesting & Benchmarking. Utilize a proven process to ensure regulatory compliance. IM Backtesting and Benchmarking. Book a meeting. A unique and cost-effective solution.…
Cost Effective Solutions to the challenge of ISDA SIMM™ Backtesting & Benchmarking. Q&A. Learn More >. Cost Effective Solutions to the challenge of ISDA SIMM™ Backtesting & Benchmarking. Video.…
Podcast Transcript - Moving forward with Backtesting: Unravelling European requirements for IM model validation. Article.…
We expect that the balance of firms will begin by monitoring their IM exposures only. We developed our. IM Threshold Monitor.…
Evolving the SIMM Model: How to manage changes in governance & the importance of dynamic backtesting. June 15 3PM BST / 10AM EST.…
Previously, AcadiaSoft partnered with Quaternion on multiple products within the Risk Suite, including IM Risk Generator, IM Backtesting & Benchmarking, and CSA Valuation Service.…
AcadiaSoft’s SIMM calculation service (IM Risk Generator), as well as the SIMM backtesting and benchmarking service uses ORE (with extensions called ORE+) as a core component.…
Taking IM Backtesting to the next level. To adhere to regulations in some jurisdictions, static or dynamic initial margin backtesting is needed. Our proven process helps you to remain compliant.…
Within the consultation document, they clarify the proposed requirements for IM model validation (ISDA SIMMTM) which we will aim to distil specifically for Phase five and six firms.…
Under today’s regulation, all firms under EMIR that are exchanging IM using an IM Model like ISDA SIMM™ are required to perform a Backtest.…
The latest version of the project builds upon a transparent peer-reviewed framework intended to serve use cases such as benchmarking, validation, training, as well as acting as an extensible foundation…
IM Exposure Manager is the go-to solution to collect and post initial margin by the majority of in-scope firms. Learn More >. Product Benefits.…
