Numerix: Exploring the ISDA Standard Initial Margin Model
To further facilitate the introduction of the final BCBS-IOSCO guidelines for margin requirements for non-centrally cleared derivatives, last month ISDA released a consultative paper proposing a standard initial margin model methodology. In this video blog, Satyam Kancharla, SVP of the Numerix Client Solutions Group provides an overview of the proposed framework, including key criteria, goals and potential challenges. He also discusses how it aligns with current CCP margin models for centrally
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