ISDA SIMM™ Training – Non-Technical Workshop

Tuesday, June 25, 2019
Ernst & Young

Member $250 U.S.

Non-Member $300 U.S.

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Tuesday, June 25, 2019

Print Agenda ISDA SIMM™ Training – Non-Technical Workshop for

12:30 PM Registration and Lunch

12:50 PM Introduction and Welcoming Remarks

1:00 PM ISDA SIMM Background

  • The industry’s need for a standard quantitative model
  • Sensitivity-based 99% 10-day approach
  • Summary of how SIMM meets regulatory requirements across jurisdictions

1:30 PM ISDA SIMM Methodology and Calculation

  • Description of ISDA SIMM
  • Methodology
  • Example to illustrate calculation using methodology
  • Comparison of Initial Margin from SIMM versus Schedule

2:15 PM ISDA SIMM Implementation

  • Data Preparation
  • Building SIMM
  • Operational Flows: From calculation to settlement
  • ISDA SIMM Crowdsourcing Utility

3:00 PM Coffee Break

3:15 PM Evolution of SIMM

  • Origins of the SIMM Methodology
  • Enhancements made from SIMM 1.0 to 2.1
  • Future evolution of SIMM

3:40 PM ISDA SIMM Annual Cycle

  • SIMM Monitoring
    • Evidence-based approach to SIMM change review
    • Quarterly Monitoring
  • SIMM Calibration
  • SIMM Backtesting and Benchmarking

4:15 PM SIMM Governance and Regulatory Engagement

  • Industry-level governance
  • ISDA’s regulatory engagements
  • Firm-level governance
  • Firm-level regulatory engagement

4:45 PM Workshop Concludes

Agenda is subject to change.

Register Now for ISDA SIMM™ Training – Non-Technical Workshop
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Ernst & Young, Mergenthalerallee 3-5, 65760 Eschborn, Germany, +49 6196 9960

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Registration fee is for one person to attend the entire event. Pass may not be split between multiple attendees.

Groups of three or more attendees from the same firm can receive a 20% discount on event registrations. Groups must be registered together, in advance of the event. To register your group, please email

Member $250 U.S.

Non-Member $300 U.S.

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Some knowledge of derivatives is assumed. No advance preparation is required.

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ISDA is an accredited provider of continuing education credits by the following organizations:

  • CLE

    ISDA has been certified by the New York State Continuing Legal Education Board as an Accredited Provider of continuing legal education in the state of New York.

  • CPE Sponsory

    ISDA is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be addressed to the National Registry of CPE Sponsors: 150 Fourth Avenue North, Suite 700, Nashville, TN 37219-2417.

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ISDA SIMM™ is a registered trademark of the International Swaps and Derivatives Association, Inc. (ISDA). Market participants or service providers wishing to license ISDA SIMM or other ISDA intellectual Property should contact