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Initial Margin

Recent Articles

Implementing the Standardized Schedule Method for Initial Margin Calculation in CDM

This summer TradeHeader contributed an implementation of the Standardized Schedule Method for calculating Initial...

Reflections of the 2024 ISDA AGM in Tokyo

The ISDA AGM is one of the most important conferences for derivative professionals. It usually takes place during...

TradeHeader at the ISDA AGM in Chicago

Last month, I had the opportunity to attend to the ISDA AGM 2023 with Marc, this was my second attendance to this...

CRIF generation using CDM

At TradeHeader we started doing research on SIMM (Standard Initial Margin Model) developed by the International Swaps...