ISDA SIMM Training – Non-Technical Workshop – International Swaps and Derivatives Association

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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 October 31, 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 June 16, 2022
Registrants will have access to the recording until 5:30 PM EDT on July 18, 2022
After submitting your registration you will receive a confirmation email with a link to view the documents and recording

Tags: IM, Initial Margin, ISDA SIMM

Agenda

Thursday, June 16, 2022

Print Agenda

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, Head of SIMM, ISDA

11:15 AM Break

11:25 AM Getting Ready for Initial Margin Tara Kruse, Edward Maydon, Nnamdi Okaeme, Michael Plumbridge, 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

Tara Kruse, Global Head, Infrastructure, Data and Non-Cleared Margin, ISDA
Edward Maydon, Director, Advisory Compliance, BlackRock
Nnamdi Okaeme, Head of SIMM, ISDA
Michael Plumbridge, Head of Regulatory Compliance, ICBC Standard Bank
Animesh Srivastava, Vice President, Uncleared Swaps IM, Collateral Optimization Unit, Barclays PLC

12:25 PM Workshop Concludes

Agenda is subject to change.

Speakers

Seha Islam

Senior Manager

EYnews

Tara Kruse

Global Head, Infrastructure, Data and Non-Cleared Margin

ISDA

ISDAConferences

Edward Maydon

Director, Advisory Compliance

BlackRock

Nnamdi Okaeme

Head of SIMM

ISDA

ISDAConferences

Michael Plumbridge

Head of Regulatory Compliance

ICBC Standard Bank

Animesh Srivastava

Vice President, Uncleared Swaps IM, Collateral Optimization Unit

Barclays PLC

Barclays

Pricing

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

Course Level

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.

Contact

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.