UMR Regulatory Bilateral Initial Margin


We can work with you to specify, design and deliver the requirements, projects and associated processes for regulatory initial margin.

We have already worked intimately with phase 1 and later phase firms on their steps to comply with the regulations using SIMM. As phase 6 firms now come in scope, there are some choices and decisions to make on how to comply with the bilateral margin requirements.
We are intimately familiar with all the steps involved. We can inform, advise and work you on the implementation.
Firms may want to do in-house development; look at options being offered by vendors, calculation agents to help firms or may need to adopt a hybrid approach.

We can help you work through the decisions, options and choices to meet your requirements either under the standardized grid or with a model and calculation input -outputs based on industry standard data file formats.
Portfolios of the in-coming phase 6 firms such as hedge funds may have a different structure and characteristics compared to the phase 1 firms who were the initial developers of SIMM. We can work with you to adapt the use to your firm specific portfolio. To hear more on this contact us.