ISDA SIMM™

ISDA SIMM Licensed Vendor

Calculate your sensitivities and SIMMTM margin requirements for all assets with Cassini Systems, an official licensee of ISDA SIMMTM.

Calculating bilateral margin under SIMMTM requires the calculation of sensitivities for all asset classes covered by UMR. For many buy-side institutions, this can seem like a daunting and laborious task.

Cassini solves these problems with a fully featured end to end SIMMTM Calculation Service which can calculate your sensitivities and SIMMTM margin requirements for all assets covered by UMR.

With Cassini you can:

  • Calculate SIMMTM for your collateral management process at end-of-day.
  • Calculate SIMMTM on demand – pre-trade, intra-day and end-of-day, to help you reevaluate trading strategies to reduce the capital impact of SIMM.
  • Generate sensitivities in required CRIF format for a complete end-to-end SIMMTM calculation.
  • Supply your own existing sensitivities in any format if required. Cassini will transform these into CRIF for you.
  • Estimate SIMMTM intra-day on a live portfolio, or on new trades at pre-trade with ‘What-if’ analysis.