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IM Calculation Changes
This is the second of multiple Initial Margin (IM) articles written to help Phase 4 and 5 firms better understand, and prepare for, the key changes required to comply with the IM regulations.
This article includes:
- ISDA SIMM vs Schedule calculations
- Market application of IM calculations so far
- SIMM calculation rules
- Breakdown of the SIMM calculation
- SIMM process flows
- Key IM calculation changes
- Buy vs Build factors