IM Recalibration Analytics
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 semiannual recalibration. Most firms have managed the annual recalibration manually, but now with multiple new versions this has become too labor intensive.
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 semiannual recalibration. Most firms have managed the annual recalibration manually, but now with multiple new versions this has become too labor intensive.
Acadia’s 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 Acadia covers all recalibration eventualities in an easy-to-use web-based tool.
Acadia automates the validation of new ISDA SIMM™ versions
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 semiannual recalibration. Most firms have managed the annual recalibration manually, but now with multiple new versions this has become too labor intensive.
Assess new ISDA SIMM™ versions immediately
Understand impact of recalibrations on exposures
Prepare for changes in collateral requirements
Measure the impact of remedial actions
Acadia’s 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 Acadia covers all recalibration eventualities in an easy-to-use web-based tool.
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Key Benefits
Assess new ISDA SIMM™ versions immediately
Understand impact of recalibrations on exposures
Prepare for changes in collateral requirements
Measure the impact of remedial actions
Key Benefits
1.
Assess new ISDA SIMM™ versions immediately
2.
Understand impact of recalibrations on exposures
3.
Prepare for changes in collateral requirements
4.
Measure the impact of remedial actions
5.
6.
Learn more
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We offer more than just IM Recalibration Analytics. Find out what Acadia solutions can offer your business and drive it forward across departments.
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