International Swaps and Derivatives Association Standard Initial Margin Model
GPTKB entity
Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:abbreviation |
gptkb:ISDA_SIMM
|
| gptkbp:appliesTo |
over-the-counter derivatives
|
| gptkbp:compatibleWith |
gptkb:BCBS/IOSCO_margin_requirements
|
| gptkbp:developedBy |
gptkb:International_Swaps_and_Derivatives_Association
|
| gptkbp:documentation |
gptkb:ISDA_SIMM_Methodology
|
| gptkbp:hasVersion |
2.5
|
| https://www.w3.org/2000/01/rdf-schema#label |
International Swaps and Derivatives Association Standard Initial Margin Model
|
| gptkbp:introducedIn |
2016
|
| gptkbp:method |
risk sensitivity based
|
| gptkbp:updated |
ISDA SIMM Governance Committee
|
| gptkbp:usedFor |
calculating initial margin
non-centrally cleared derivatives |
| gptkbp:website |
https://www.isda.org/
|
| gptkbp:bfsParent |
gptkb:ISDA_SIMM
|
| gptkbp:bfsLayer |
7
|