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IM Recalibration Analytics

Stay abreast of changes in ISDA SIMM™ Recalibration.

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  1. Overview
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Calculate your Initial Margin exposure impact instantly

ISDA SIMM™ is performing a recalibration both annually and quarterly off-cycle in response to industry advocacy that the annual recalibration of the SIMM™ model has not been responsive enough to significant market events. From September 2025, this will move to a semi-annual recalibration. Most firms have managed the annual recalibration manually, but now with multiple new versions this has become too labour intensive.

We now automate the validation of new ISDA SIMM™ versions

Our IM Recalibration Analytics module enables firms to be able to predict with certainty the impact on their initial margin exposure based on the new ISDA SIMM™ versions.
 
  • Understand the impact of new version of SIMM™ on your firms exposure
  • See Counterparty and Netting Set Level Exposure Changes
  • Daily Trend Analysis to track if differences are growing

With support for the annual, quarterly off-cycle and new semiannual recalibrations, we cover all recalibration eventualities in an easy-to-use web-based tool.

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Features & benefits

Key Benefits

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Assess new ISDA SIMM™ versions immediately

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Understand impact of recalibrations on exposures

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Prepare for changes in collateral requirements

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Measure the impact of remedial actions

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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