Thu, Mar 30, 2023
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
3 CPD Credit Hours Available (England and Wales)
3.5 CPE Credit Hours Available
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Tuesday, March 28, 2023Print Agenda ISDA SIMM Training – Non-Technical Workshop for
9:00 AM Introduction and Welcoming Remarks Tara Kruse
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
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
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
12:25 PM Workshop Concludes
Agenda is subject to change.
SpeakersBack to Top
Global Head, Infrastructure, Data and Non-Cleared Margin
Director, Advisory Compliance
Head of SIMM
Director, Risk and Capital Analytics
PricingBack to Top
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 email@example.com
Course LevelBack to Top
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.
ContactBack to Top
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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 email@example.com.