ISDA SIMM™ Training – Technical Workshop

Thursday, June 25, 2020

Member US$250.00

Non-Member US$300.00

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Thursday, June 25, 2020

Print Agenda ISDA SIMM™ Training – Technical Workshop for

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

2:25 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 ISDA SIMM Annual Cycle

  • Enhancements made from SIMM 1.0 to SIMM 2.2
  • SIMM Monitoring:
    • Evidenced-based approach to SIMM change review
    • Quarterly Monitoring
  • SIMM Calibration
  • SIMM Backtesting and Benchmarking

4:10 PM ISDA SIMM Governance and Regulatory Engagement

  • Industry-level governance
  • Firm-level governance
  • IM Advocacy and Changes to Implementation Timelines

4:45 PM Workshop Concludes

Agenda is subject to change.

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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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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. To register your group, please email

Member US$250.00

Non-Member US$300.00

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

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