
Simm May Come with a Side Benefit—A Common Data Standard
Buy-side firms using AcadiaSoft for Simm calculations must adopt the ORE XML data format.
The most bedeviling aspect of exchanging regulatory margin for non-cleared derivatives is the calculation of portfolio risk sensitivities, which are used as inputs for the industry’s standard initial margin model, or Simm.
Buy-side firms caught in the regime are relying on a small group of vendors—including AcadiaSoft, Bloomberg, IHS Markit and TriOptima—to perform this task. But first, the trade data needed to run the calculations must be standardized.
This is where the problems start.
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