ISDA SIMM Training – Non-Technical Workshop

Tuesday, April 27, 2021
Online

Member US$200.00

Non-Member US$250.00

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Registration for this event will close 2 hours before the live broadcast

This workshop provides a background and the basics for understanding the ISDA Standard Initial Margin Model (SIMM) methodology, its implementation and use.

This is an ISDA Virtual Conference:

  • Event will be live on April 27, 2021 from 9:00 AM – 12:25 PM EDT  |  Timezone Converter
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until May 27, 2021

 

Educational Credits

3 CPD Credit Hours Available (England and Wales)

3.5 CPE Credit Hours Available

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Tuesday, April 27, 2021

Print Agenda ISDA SIMM Training – Non-Technical Workshop for

9:00 AM Introduction and Welcoming Remarks Tara Kruse

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

9:05 AM Initial Margin Models – Background John P. Boyle, Tara Kruse

  • Initial Margin (IM) and its requirements
  • Standardised initial margin schedule
  • The case and background for the ISDA SIMM
  • Comparison of SIMM with Grid features
  • Monitoring IM
John P. Boyle, Principal, EY
Tara Kruse, Global Head, Infrastructure, Data and Non-Cleared Margin, ISDA

10:05 AM Break

10:15 PM ISDA SIMM – Methodology and Calculation Nnamdi Okaeme

  • Provides a brief description of the ISDA SIMM methodology
  • Calculations using the SIMM methodology
  • Comparison of SIMM IM with Grid IM
Nnamdi Okaeme, Senior Director, Infrastructure, Data and Non-Cleared Margin, ISDA

11:15 AM Break

11:25 AM Getting Ready for Initial Margin Tara Kruse, Prabhat Singh

  • Commonly asked questions by phase 5/6 firms on preparing to calculate IM
  • Exchanging IM and the processes around this
  • Reconciliations issues and how firms currently address that

Moderator: Tara Kruse, Global Head, Infrastructure, Data and Non-Cleared Margin, ISDA
Prabhat Singh, Head of UMR, Capco

Additional Speakers to be Announced.

12:25 PM Workshop Concludes

Agenda is subject to change.

Register Now for ISDA SIMM Training – Non-Technical Workshop
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John P. Boyle

Principal

EY

EYnews

Tara Kruse

Global Head, Infrastructure, Data and Non-Cleared Margin

ISDA

ISDAConferences

Nnamdi Okaeme

Senior Director, Infrastructure, Data and Non-Cleared Margin

ISDA

ISDAConferences

Prabhat Singh

Head of UMR

Capco

Capco

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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 conferences@isda.org

Member US$200.00

Non-Member US$250.00

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Intermediate

Basic knowledge of derivatives documentation is beneficial but not mandatory. Some knowledge of financial markets is assumed. No advance preparation is required.

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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.