ISDA Publishes ISDA SIMM™ 2.1
ISDA has published the ISDA SIMM Methodology, version 2.1, with an Effective Date of December 1, 2018. This version of SIMM includes updates based on the full recalibration and industry backtesting of the methodology. It also includes a calibrated historical volatility ratio for the interest rate asset class.
There's no notes on what changed - can anyone shed any light on this?