ISDA SIMM For Excel
SIMM for Excel performs ISDA SIMM™ Initial Margin calculations from Excel. Free 14-day trials are available for all financial firms. Reconcile ISDA SIMM calculations. Perform pre-trade analysis of your bilateral trades quickly, simply, reliably. The functions calculate Initial Margin across a whole portfolio. Users can also create CRIF sensitivities from trade-level details. Functions That Won’t Kill Excel Our […]
June 2017 Swaps Review in 15 Charts
Continuing with our monthly Swaps review series, let’s look at volumes in June 2017. Summary: SDR USD IRS price-forming volume > $2.1 trillion gross notional, similar to a year earlier SEF Compression activity in USD IRS > $300 billion, 51% higher than a year earlier On SEF IMM Roll volume > $60 billion USD OIS price-forming volume was > $2.7 trillion, again […]