ISDA SIMM™ Training – Technical Workshop

Thursday, May 10, 2018

The workshop offers a unique opportunity to participants to discuss with industry experts the technical aspects of the ISDA Standard Initial Margin Model (SIMM).

Educational Credits

2.5 CPD Credit Hours Available (England and Wales)

3 CLE Credit Hours Available (New York)
Transitional and Nontransitional

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Thursday, May 10, 2018

12:45 PM Registration and Lunch

1:15 PM Introduction and Welcoming Remarks

1:20 PM ISDA SIMM – Methodology and Calculation (Advanced)

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

2:15 PM ISDA SIMM Implementation

  • Data Preparation
  • Building SIMM
  • Operational flows: from calculation to settlement

2:45 PM Evolution of SIMM

  • Origins of SIMM Methodology
  • Enhancements made from SIMM 1.0 to 2.0
  • Future Evolution of SIMM

3:15 PM Coffee Break

3:30 PM ISDA SIMM Annual Cycle

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

4:15 PM Regulatory Preparation and Engagement

  • ISDA/Industry Level Engagement
  • Firm Level Engagement:
    • Requirement for Internal Governance and Monitoring Processes
    • Bilateral Testing and Reconciliation

4:45 PM Workshop Concludes

Register Now for ISDA SIMM™ Training – Technical Workshop
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Allen & Overy LLP, One Bishops Square, London, E1 6AD. Phone +44 (0) 203 808 9700. A map to the venue can be found here. You will be required to provide photo identification in order to enter the venue. Please ensure you present this at the ground floor reception or you may be refused entry.

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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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