|
gptkbp:instanceOf
|
risk management framework
|
|
gptkbp:calculationType
|
risk-based margin calculation
|
|
gptkbp:developedBy
|
gptkb:International_Swaps_and_Derivatives_Association
|
|
gptkbp:documentation
|
gptkb:ISDA_SIMM_Governance_Framework
gptkb:ISDA_SIMM_Methodology
gptkb:ISDA_SIMM_Reference_Guide
|
|
gptkbp:fullName
|
gptkb:International_Swaps_and_Derivatives_Association_Standard_Initial_Margin_Model
|
|
gptkbp:governedBy
|
gptkb:ISDA_SIMM_Governance_Framework
|
|
gptkbp:hasVersion
|
periodically updated
|
|
https://www.w3.org/2000/01/rdf-schema#label
|
ISDA SIMM
|
|
gptkbp:introducedIn
|
2016
|
|
gptkbp:regulationCompliance
|
gptkb:BCBS/IOSCO_margin_requirements
|
|
gptkbp:riskFactor
|
credit
foreign exchange
equity
interest rate
commodity
concentration risk
correlation risk
|
|
gptkbp:usedBy
|
banks
insurance companies
hedge funds
asset managers
other financial institutions
|
|
gptkbp:usedFor
|
calculating initial margin for non-centrally cleared derivatives
|
|
gptkbp:website
|
https://www.isda.org/category/legal/initial-margin-simm/
|
|
gptkbp:bfsParent
|
gptkb:International_Swaps_and_Derivatives_Association
|
|
gptkbp:bfsLayer
|
6
|