ISDA SIMM version 2.5A

[luphord]

I noticed that a new version 2.5A of the ISDA SIMM™ Methodology has been published on 2023-05-05, effective 2023-07-15. Is there an update planned for simm-lib?

ISDA has published the ISDA SIMM™ Methodology, version 2.5A, with an effective date of July 15, 2023.

This version of SIMM includes updates based on the off-cycle recalibration of only the main interest rate delta risk weights and testing of the methodology as part of industry quarterly monitoring exercise. The SIMM methodology remains a central part of the SIMM Governance Framework that SIMM users are expected to adhere to