ISDA SIMM Training – Non-Technical Workshop

Thursday, November 4 to Saturday, December 4, 2021
Online


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 Virtual Conference

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Recording available until December 4, 2022

 

 

This is an ISDA Virtual Conference:

  • This is a recording of the ISDA SIMM Training – Non-Technical Workshop virtual conference which took place on November 4, 2021
  • Registrants will have access to the recording until 5:00 PM EST on December 4, 2021
  • After submitting your registration you will receive a confirmation email with a link to view the documents and recording

 

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Thursday, November 4, 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 Seha Islam

  • 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
Seha Islam, Senior Manager, 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, Nnamdi Okaeme, Michael Plumbridge, Prabhat Singh, Animesh Srivastava

  • 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
Nnamdi Okaeme, Senior Director, Infrastructure, Data and Non-Cleared Margin, ISDA
Michael Plumbridge, Managing Director, Head of Regulatory Change, ICBC Standard Bank
Prabhat Singh, Head of UMR, Capco
Animesh Srivastava, Vice President, Uncleared Swaps IM, Collateral Optimization Unit, Barclays PLC

12:25 PM Workshop Concludes

Register Now for ISDA SIMM Training – Non-Technical Workshop
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Seha Islam

Senior Manager

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

Michael Plumbridge

Managing Director, Head of Regulatory Change

ICBC Standard Bank

Prabhat Singh

Head of UMR

Capco

Capco

Animesh Srivastava

Vice President, Uncleared Swaps IM, Collateral Optimization Unit

Barclays PLC

Barclays

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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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Introductory

The course level is introductory. Basic knowledge of derivatives is beneficial but not mandatory. Some knowledge of financial markets is assumed. No advance preparation is required.

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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.