In a world of uncleared margin rules, Isda Simm adapts and evolves
A look back at progress and challenges one year on from UMR and Phase 6 implementation
Source: risk.net
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A look back at progress and challenges one year on from UMR and Phase 6 implementation
For some managers, stress-testing models failed to reflect the convexity effects of the crisis on initial margin
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Ad hoc updates riled industry, while regulators pushed for predictability in model recalibrations
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