The Federal Reserve Board just released a new paper on Initial Margin for Crypto Currencies Risks in Uncleared Markets. The authors suggest a new ISDA SIMM risk class with two distinct buckets: 1️⃣ Floating: BTC, ETH, XRP, BNB, DOGE, ADA 2️⃣ Pegged: USDT, USDC, DAI, TUSD, USDP,
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The Federal Reserve Board just released a new paper on Initial Margin for Crypto Currencies Risks in Uncleared Markets. The authors suggest a new ISDA SIMM risk class with two distinct buckets: 1️⃣ Floating: BTC, ETH, XRP, BNB, DOGE, ADA 2️⃣ Pegged: USDT, USDC, DAI, TUSD, USDP,