IM Backtesting & Benchmarking. Utilize a proven process to ensure regulatory compliance. IM Backtesting and Benchmarking. Book a meeting. A unique and cost-effective solution.…
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.…
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.…
Evolving the SIMM Model: How to manage changes in governance & the importance of dynamic backtesting. June 15 3PM BST / 10AM EST.…
Packed with sound advice and insights, this podcast is a must for firms that are embarking on backtesting and benchmarking projects. Listen time: 24 minutes. Recent Videos. Share this.…
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.…
A Sound Modelling and Backtesting Framework for Forecasting Initial Margin Requirements. Authors. Fabrizio Anfuso, Credit Suisse Securities (Europe) Limited.…
In Summary: Introduction of off-cycle recalibration when significant market events are driving significant new backtesting exceptions.…
Recent increases in market volatility have fueled an increase in the costs of trading, specifically the collateral held due to bi-lateral initial margin (IM) on OTC transactions.…
Backtesting of Future Risk Factors, An Open-Source Approach to Validation Case Study. Article. Backtesting of Future Risk Factors, An Open-Source Approach to Validation Case Study.…
Modern Derivatives Pricing and Credit Exposure Analysis: Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting.…
IM Threshold Monitor. Tracking your initial margin exposure has never been so easy. IM Threshold Monitor. Book a meeting. Take advantage of regulatory relief.…
