IM Risk Generator

Dynamic Margin Monitor

Monitor ISDA SIMM performance.

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  1. Overview
  2. Features & benefits
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Monitor your ISDA SIMM shortfalls proactively

Dynamic Margin Monitor enables you to continuously monitor the performance of your ISDA SIMM model, ensuring that you are meeting the requirements laid out in the ISDA SIMM Governance documentation. This enables firms to be proactive in agreeing any add-ons required for ISDA SIMM and provides the ability to challenge other firms that are looking to apply add-ons to their agreement.

Dynamic Margin Monitor provides a simple extension to the award-winning IM Risk Generator which ensures that the firms are in compliance with IOSCO rules on Margin requirements for non-centrally cleared derivatives, and flags where any firms do not meet the requirement.

Features & benefits

Key Functionality

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Fully automated hand off running

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Calculation of Daily ISDA SIMM and 10d P&L

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Statistical analysis of results

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Traffic light analysis of results for each agreement

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Graphical historical analysis

Driving the derivatives industry forward

We offer more than just Dynamic Margin Monitor. Find out how we can analyse your portfolio.

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