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IM Backtesting and Benchmarking

Utilise a proven process to ensure regulatory compliance.

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A unique and cost-effective solution

Designed for firms that must provide regulatory backtesting reports

IM Backtesting and Benchmarking offers access to a complete set of historical market data and a proven industry best practice for static or dynamic backtesting and benchmarking. Firms can fully understand and monitor quarterly ISDA SIMM™ as well as full reporting for regulatory review thanks to our transparent process.

Helping you achieve regulatory compliance

Our ISDA SIMM™ static or dynamic Backtesting and Benchmarking service includes backtesting of SIMM™ over a historical period and benchmarking SIMM™ against four industry-standard risk methodologies, helping you monitor the effectiveness of SIMM™ as a margin model.

We know that complying with the latest regulations can be burdensome. It requires your firm to have access to experienced resources, investment in IT systems, a complete set of historical market data and a thorough understanding of the requirements in a timely and repeatable process. We bring firms a unique and cost-effective Backtesting and Benchmarking service for Initial Margin calculations that can be put in place ahead of regulatory approval or as a substitute for costly internal processes. In line with industry best-practice, clients are able to choose either static or dynamic backtesting for their statistical output.

Your firm can monitor day-to-day exceptions and apply remediations required to resolve those exceptions with our user interface that provides an up-to-date view of dynamic backtesting.

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Features & benefits

Relieving the burden of complex regulations

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Reduce operational and regulatory risk by using an industry-standard process

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Be regulator-ready with daily monitoring (dynamic) and detailed quarterly reports

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Prioritise data security by uploading your portfolio to a highly secure, resilient and tested environment

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Validate internal processes as a useful comparison tool

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Achieve lower costs through mutualisation

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Access full support for risk-free rates following transition from LIBOR

Driving the derivatives industry forward

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By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

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