Do you know what is best for you?
- Long-dated trades
- Trades in the same direction
- Trades denominated in high volatility currencies
- Ease of replication
- Extensibility to new risk
- Predictable capital allocation
Licensed from International Swaps and Derivatives Association, Inc., All Rights Reserved. Please note that your use of this ISDA SIMM service or product for calculating your firm’s initial margin pursuant to applicable regulations requires a license from the International Swaps and Derivatives Association, Inc. (ISDA), which may be obtained by contacting firstname.lastname@example.org. Licensing the ISDA SIMM provides documentation and support required to properly implement and maintain the ISDA SIMM.