Cassini Systems: ISDA SIMM and Uncleared Margin Rules (UMR)

13 Oct 2020
Company
Date submitted
13 Oct 2020
Resource type
Brochure/Fact sheet
File type
pdf PDF file (370.97K)
Calculating bilateral margin under SIMM™ is complex and requires calculating sensitivities for all bilateral trades. The IM requirement creates a drag on portfolios that requires the buy-side to understand SIMM™ margin consumption and optimize margin where possible. Cassini's fully featured SIMM™ service can calculate your sensitivities + SIMM™ margin requirements for all assets covered by UMR. Cassini's solution includes analytics that provide transparency + optimization of margin consumption.
To access white papers, case studies and best practices. Please sign up to become a member of bobsguide. If you are already a member please log in.
Enter your email address
Password
Remember my email address