ISDA SIMM v2.3 – What’s Changed?

ISDA SIMM v2.3 is effective December 5, 2020 Updated with a full re-calibration and industry backtesting Initial Margin will change for your portfolios The change can be non-material or significantly higher or lower In this article I highlight some of the changes in risk weights However to quantify the actual impact of SIMM v2.3 You need to run […]