ISDA SIMM™ Training – Technical Workshop

Tuesday, May 1, 2018
New York

Member $250 U.S.

Non-Member $300 U.S.

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Tuesday, May 1, 2018

Print Agenda ISDA SIMM™ Training – Technical Workshop for

12:45 PM Registration and Lunch

1:15 PM Introduction and Welcoming Remarks Tara Kruse

Tara Kruse, Global Head of Infrastructure, Data and Non-Cleared Margin, ISDA

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

  • Description of the ISDA SIMM
  • Methodology
  • Example to illustrate calculation using methodology
  • Comparison of Initial Margin from SIMM versus Schedule
Mark Stedman, Managing Director, Credit Suisse

2:15 PM ISDA SIMM Implementation Timothy J. Bowler, Kevin Krabbenhoeft

  • Data Preparation
  • Building SIMM
  • Operational flows: From calculation to settlement
  • ISDA SIMM Crowdsourcing Utility
Timothy J. Bowler, President, ICE Benchmark Administration, Intercontinental Exchange, Inc.
Kevin Krabbenhoeft, Executive Director, JPMorgan Chase & Co.

2:50 PM Evolution of SIMM Martin Baxter, Nnamdi Okaeme

  • Origins of SIMM Methodology
  • Enhancements made from SIMM 1.0 to 2.0
  • Future Evolution of SIMM
Martin Baxter, Consultant, ISDA
Nnamdi Okaeme, Director, Risk and Capital, ISDA

3:15 PM Coffee Break

3:30 PM ISDA SIMM Annual Cycle Martin Baxter, Tara Kruse, Nnamdi Okaeme

  • SIMM Monitoring
    • Evidenced-based approach to SIMM change review
    • Quarterly Monitoring
  • SIMM Calibration
  • SIMM Backtesting and Benchmarking
Martin Baxter, Consultant, ISDA
Tara Kruse, Global Head of Infrastructure, Data and Non-Cleared Margin, ISDA
Nnamdi Okaeme, Director, Risk and Capital, ISDA

4:15 PM SIMM Governance and Regulatory Engagement Tara Kruse, Mark Stedman

  • Industry-level governance
  • ISDA’s regulatory engagement
  • Firm-level governance
  • Firm-level regulatory engagement
Tara Kruse, Global Head of Infrastructure, Data and Non-Cleared Margin, ISDA
Mark Stedman, Managing Director, Credit Suisse

4:45 PM Workshop Concludes

Agenda is subject to change.

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ISDA Conference Center, 10 East 53rd Street (entrances on 52nd and 53rd Streets), 8th Floor, New York, NY 10022, Phone: +1 (212) 901-6000. Please find a map to the venue here.

ISDA has a special rate available at the Omni Berkshire Place, 21 East 52nd Street, New York, NY 10022, +1 212-753-5800, located on the same block as the ISDA Conference Center.
For reservations online click here OR call the Reservation Center at +1 888-843-6664 and mention the International Swaps and Derivatives Association, Inc. (ISDA) special rate. ISDA’s special rate is based on availability at the time of booking.

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Martin Baxter

Consultant

ISDA

Timothy J. Bowler

President, ICE Benchmark Administration

Intercontinental Exchange, Inc.

Kevin Krabbenhoeft

Executive Director

JPMorgan Chase & Co.

Tara Kruse

Global Head of Infrastructure, Data and Non-Cleared Margin

ISDA

@isdaconferences

Nnamdi Okaeme

Director, Risk and Capital

ISDA

@isdaconferences

Mark Stedman

Managing Director

Credit Suisse

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Intermediate

The course level is intermediate. 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. www.nasba.org

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Follow us on Twitter @isdaconferences for the latest on upcoming events. For general questions, including exhibition/sponsorship opportunities, conference topics or location suggestions contact us: conferences@isda.org | +1 212-901-6000

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 isdalegal@isda.org.