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.

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

This is an ISDA Virtual Conference:

Event will be live on March 28, 2023 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 April 28, 2023

Educational Credits

3 CPD Credit Hours Available (England and Wales)

3.5 CPE Credit Hours Available

Tags: IM, Initial Margin, ISDA SIMM

Agenda

Tuesday, March 28, 2023

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 Jimmy Ryan

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

Jimmy Ryan, Senior Manager, EY

10:05 AM Break

10:15 AM ISDA SIMM – Methodology and Calculation Paola Rensi

Provides a brief description of the ISDA SIMM methodology
Calculations using the SIMM methodology
Comparison of SIMM IM with Grid IM

Paola Rensi, Director, Risk and Capital Analytics, ISDA

11:15 AM Break

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

Commonly asked questions by 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
Edward Maydon, Director, Advisory Compliance, BlackRock
Nnamdi Okaeme, Head of SIMM, ISDA

Additional Speakers to be Announced.

12:25 PM Workshop Concludes

Agenda is subject to change.

Speakers

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

Paola Rensi

Director, Risk and Capital Analytics

ISDA

_ISDAConferences

Jimmy Ryan

Senior Manager

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$350.00

Non-Member US$400.00

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.