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

13 Oct 2020
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.
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