Fri, Jun 17, 2022
This workshop provides a background and the basics for understanding the ISDA Standard Initial Margin Model (SIMM) methodology, its implementation and use.
Registration for this event will close 2 hours before the live broadcast
This is an ISDA Virtual Conference:
- Event will be live on June 16, 2022 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 July 16, 2022
Educational Credits
3 CPD Credit Hours Available (England and Wales)
3.5 CPE Credit Hours Available
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Agenda
Thursday, June 16, 2022
Print Agenda ISDA SIMM Training – Non-Technical Workshop for9:00 AM Introduction and Welcoming Remarks Tara Kruse
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
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
11:15 AM Break
11:25 AM Getting Ready for Initial Margin Tara Kruse, Nnamdi Okaeme, 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, Head of SIMM, ISDA
Prabhat Singh, US UMR Lead, Capco
Animesh Srivastava, Vice President, Uncleared Swaps IM, Collateral Optimization Unit, Barclays PLC
12:25 PM Workshop Concludes
Agenda is subject to change.
Speakers
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Prabhat Singh
US UMR Lead
Capco

Animesh Srivastava
Vice President, Uncleared Swaps IM, Collateral Optimization Unit
Barclays PLC
Pricing
Back to TopRegistration 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
Course Level
Back to TopIntroductory
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.
Contact
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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.