Analyse

IM Backtesting and Benchmarking

Utilise a proven process to ensure regulatory compliance.

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.
  1. Overview
  2. Features & benefits
Request details

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.

Useful links

Features & benefits

Relieving the burden of complex regulations

user-interface/large/download

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

business-finance/large/board-bar

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

user-interface/large/upload

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

design-development/large/todo

Validate internal processes as a useful comparison tool

users/large/users-security

Achieve lower costs through mutualisation

school-education/large/globe

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

Driving the derivatives industry forward

We offer more than just IM Backtesting & Benchmarking. Find out how we can analyse your portfolio.

Insights

Explore all post trade insights

Watch ISDA SIMM 2.7: Challenges, opportunities & Key Insights

Experts discuss the transition from ISDA SIMM 2.6 to 2.7, highlighting changes, impacts, and opportunities for firms adapting to the new model.
•
22 min

Backtesting Future Risk Factors: Open Source Validation Case Study

Explore a case study on backtesting future risk factors using ORE, showcasing its robust, cost-effective solution for CCR and regulatory compliance.
•
2 min

Fully Automated Collateral Settlement Explained

Will Thomey & Richard Barton discuss automating collateral settlement, Settlement Manager’s impact, and the future of netting & tokenisation.
•
17 min

Stay up to date with Insights from Post Trade Solutions

Unique insights, commentary and analysis on the major trends shaping financial markets.

Subscribe

Request details

Want to find out more about our products? Our sales team can provide help and expertise with your queries

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.

Help & support

Already a customer?

Contact LSEG near you