Isda Simm definition - Risk.net
www.risk.net › definition › isda-simmThe model applies a sensitivity-based calculation across four product groups: interest rates and foreign exchange (ratesFX), credit, equity and commodities. The Simm officially launched in September 2016 and an updated version, Isda Simm 2.0, became effective in December 2017 to include a range of clarifications, enhancements and additional ...