Letter from Duncan Mackinnon, David Bailey, and Nathanaël Benjamin ‘PRA’s review of the use of the SIMM Model: Conclusions’

Letter from Duncan Mackinnon, David Bailey, and Nathanaël Benjamin to Chief Risk Officers on the use of the Standardised Initial Margin Methodology (SIMM) model by firms in scope of the Mandatory Margining Rules for non-centrally cleared derivatives.

Give your feedback

Was this page useful?
Yes
No
Add your details...