FINCAD: Calculating Margin under EMIR

Last week my colleague, Russell Goyder, PhD, discussed the Standard Initial Margin Model (SIMM), including three major challenges that firms encounter when calculating initial margin. If you missed the post, check it out, as Russell gives great insight into ways firms can easily overcome SIMM modeling challenges.

This week, I’m picking up on the SIMM topic where Russell left off. But I’ll be looking at it from a slightly different angle. I’ll frame the discussion by touching on some

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: