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  • An Overview of Standard Initial Margin Mode

    Author(s):
    Tim Xiao (see profile)
    Date:
    2020
    Group(s):
    Business Management
    Subject(s):
    Economics
    Item Type:
    Presentation
    Tag(s):
    Margin, initial margin, standard initial margin model
    Permanent URL:
    http://dx.doi.org/10.17613/1q8w-fd24
    Abstract:
    Initial Margin (IM) is the amount of collateral required to open a position with a broker or an exchange or a bank. The Standard Initial Margin Model (SIMM) is very likely to become the market standard. It is designed to provide a common methodology for calculating initial margin for uncleared OTC derivatives. Initial margin calculation is counterparty-portfolio-based. Given this standardized approach, counterparties can easily reconcile the results.
    Metadata:
    xml
    Status:
    Published
    Last Updated:
    2 years ago
    License:
    All-Rights-Granted

    Downloads

    Item Name: pdf initialmargin-8.pdf
      Download View in browser
    Activity: Downloads: 50

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