ISDA SIMM Training – Technical Workshop

Thursday, April 29, 2021
Online

Member US$200.00

Non-Member US$250.00

Register for ISDA SIMM Training – Technical Workshop
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 Registration for this event will close 2 hours before the live broadcast

This workshop offers a unique opportunity for participants to discuss with industry experts the technical aspects of the ISDA Standard Initial Margin Model (SIMM).

This is an ISDA Virtual Conference:

  • Event will be live on April 29, 2021 from 9:00 AM – 12:30 PM EDT  |  Timezone Converter
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until May 29, 2021

 

Educational Credits

3 CPD Credit Hours Available (England and Wales)

3.5 CPE Credit Hours Available

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Thursday, April 29, 2021

Print Agenda ISDA SIMM Training – 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 ISDA SIMM Methodology and Calculation (Advanced) Martin Baxter

  • Description of the ISDA SIMM
  • Methodology
  • Example to illustrate calculation using methodology
  • Comparison of Initial Margin (IM) from SIMM versus Schedule
Martin Baxter, Consultant, ISDA

10:10 AM Break

10:15 AM ISDA SIMM Implementation Andrew Hill

  • Data Preparation
  • Building SIMM
  • Operational flows: From calculation to settlement
  • ISDA SIMM Crowdsourcing Utility
Andrew Hill, Head of Change Management, ICE Benchmark Administration
Additional Speakers to be Announced.

10:55 AM Break

11:00 AM ISDA SIMM Annual Cycle Eduardo Epperlein, Nnamdi Okaeme

  • Enhancements made from SIMM 1.0 to SIMM 2.2
  • SIMM Monitoring
    • Evidenced-based approach to SIMM change review
    • Quarterly Monitoring
  • SIMM Calibration
  • SIMM Backtesting and Benchmarking
Eduardo Epperlein, Managing Director, Global Head of Risk Methodology, Nomura
Nnamdi Okaeme, Senior Director, Infrastructure, Data and Non-Cleared Margin, ISDA

11:50 AM Break

11:55 AM ISDA SIMM Governance and Regulatory Engagement Eduardo Epperlein, Tara Kruse

  • Industry-level governance
  • Firm-level governance
  • IM Advocacy and changes to Implementation Timelines
Eduardo Epperlein, Managing Director, Global Head of Risk Methodology, Nomura
Tara Kruse, Global Head, Infrastructure, Data and Non-Cleared Margin, ISDA

12:30 PM Workshop Concludes

Agenda is subject to change.

Register Now for ISDA SIMM Training – Technical Workshop
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Martin Baxter

Consultant

ISDA

ISDAConferences

Eduardo Epperlein

Managing Director, Global Head of Risk Methodology

Nomura

Nomura

Andrew Hill

Head of Change Management

ICE Benchmark Administration

ICE_Markets

Tara Kruse

Global Head, Infrastructure, Data and Non-Cleared Margin

ISDA

ISDAConferences

Nnamdi Okaeme

Senior Director, Infrastructure, Data and Non-Cleared Margin

ISDA

ISDAConferences

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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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Intermediate

Basic knowledge of derivatives documentation is beneficial but not mandatory. Some knowledge of financial markets is assumed. No advance preparation is required.

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Follow us on Twitter @isdaconferences for the latest on upcoming events. 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.