UMR COMPASS

Resources

Access Open Source version of 10 day and 1 day ISDA SIMM™ models

Open Source Model

Cost Effective Solutions to the challenge of ISDA SIMM™ Backtesting & Benchmarking

Q&A

Cost Effective Solutions to the challenge of ISDA SIMM™ Backtesting & Benchmarking

Video

Cost Effective Solutions to the challenge of ISDA SIMM™ Backtesting & Benchmarking

Webinar Presentation

Agreement Negotiation: Changing the Dynamics

Whitepaper

EMIR Data & Derivatives Market Policies

Research Notes

Getting Ready for Initial Margin: The Steps to Take

Whitepaper

ISDA SIMM™ Crowdsourcing Utility

Factsheet

ISDA SIMM™ FAQ

FAQ

ISDA SIMM™ Governance Framework

Whitepaper

ISDA SIMM™ Methodology, version 2.2

Whitepaper

Licensed ISDA SIMM™ Vendors

Factsheet

Navigating UMR Webinar

Webinar Presentation

Navigating Uncleared Margin Rules - Webinar

Video

SIMM™ - what questions should your firm be ready to answer

FAQ

Joint Trades Final Stages of Initial Margin Phase-In Comment Letter

Whitepaper

Clearing and Margin Whitepaper

Whitepaper

Initial Margin Phase 5

Whitepaper

ISDA Standard Initial Margin Model (SIMMTM) for Non-Cleared Derivatives

Whitepaper

ISDA Initial Margin Documentation

Webinar

Trade Life Cycle Events Guide for Non Cleared Margin

Whitepaper

Acadia’s Guide to Calculating Average Aggregate Notional Amount (AANA)

Blog Post

A Guide to Calculating Average Aggregate Notional Amount (“AANA”)

Webpage

Market Update: Phase 5 UMR Implementation Extension

Article

Basel Committee and IOSCO announce deferral of final implementation phases of the margin requirements for non-centrally cleared derivatives

Press Release

Response to deferral of UMR future phases

Blog Post

Notional Calculation Guide

Whitepaper

AANA Calc Guide

Whitepaper

In Scope Product Chart

Whitepaper

A Time of Stress: SIMM Passed the Test - ISDA SIMM™

Data Study