Statements (25)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
risk management methodology
|
| gptkbp:abbreviation |
gptkb:ISDA_SIMM
|
| gptkbp:annualEvent |
true
|
| gptkbp:appliesTo |
uncleared OTC derivatives
|
| gptkbp:developedBy |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:documentation |
ISDA SIMM Methodology documentation
|
| gptkbp:features |
transparent
regulatory compliant replicable risk sensitivity based |
| gptkbp:fullName |
International Swaps and Derivatives Association Standard Initial Margin Model Methodology
|
| gptkbp:hasVersion |
periodically updated versions
|
| https://www.w3.org/2000/01/rdf-schema#label |
ISDA SIMM Methodology
|
| gptkbp:introducedIn |
2016
|
| gptkbp:purpose |
standardize initial margin calculation
|
| gptkbp:regulatoryContext |
Basel Committee on Banking Supervision and IOSCO margin requirements
|
| gptkbp:riskFactor |
credit
foreign exchange equity interest rates commodity |
| gptkbp:usedFor |
calculation of initial margin for non-centrally cleared derivatives
|
| gptkbp:website |
https://www.isda.org/category/legal/initial-margin-simm/
|
| gptkbp:bfsParent |
gptkb:ISDA_SIMM
|
| gptkbp:bfsLayer |
7
|