ISDA SIMM Training – Non-Technical Workshop

Friday, April 30 to Thursday, May 27, 2021
Online


This is a pre-recorded Virtual Conference

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Recording available until May 27, 2021

 

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

This is a pre-recorded ISDA Virtual Conference:

  • This is a recording of the ISDA SIMM Training – Non-Technical Workshop conference which took place on April 27, 2021
  • Registrants will have access to the recording until 5.00 PM EDT on May 27, 2021
  • After submitting your registration you will receive a confirmation email with a link to view the documents and recording

 

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Friday, April 30, 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

  • 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

10:05 AM Break

10:15 AM 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, Harish Modhvadia, Nnamdi Okaeme, 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
Harish Modhvadia, Director, Resource Management Group, Barclays Bank Plc
Nnamdi Okaeme, Senior Director, Infrastructure, Data and Non-Cleared Margin, ISDA
Prabhat Singh, Head of UMR, Capco

12:25 PM Workshop Concludes

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

Harish Modhvadia

Director, Resource Management Group

Barclays Bank Plc

Barclays

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.