ISDA SIMM Training – Technical Workshop

Friday, November 5 to Sunday, December 5, 2021
Online

Member US$200.00

Non-Member US$250.00

Register for ISDA SIMM Training – Technical Workshop

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 a pre-recorded Virtual Conference

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Recording available until December 5, 2022

 

 

This is an ISDA Virtual Conference:

  • This is a recording of the ISDA SIMM Training – Technical Workshop virtual conference which took place on November 5, 2021
  • Registrants will have access to the recording until 5:00 PM EST on December 5, 2021
  • After submitting your registration you will receive a confirmation email with a link to view the documents and recording

 

 

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Friday, November 5, 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 Scott Cogswell, Andrew Hill

  • Data Preparation
  • Building SIMM
  • Operational flows: From calculation to settlement
  • ISDA SIMM Crowdsourcing Utility
Scott Cogswell, Manager, Global Risk Analytics, HSBC
Andrew Hill, Head of Change Management, ICE Benchmark Administration

10:55 AM Break

11:00 AM ISDA SIMM Annual Cycle Eduardo Epperlein, Paola Rensi

  • Enhancements made from SIMM 1.0 to SIMM 2.3
  • 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
Paola Rensi, Director, Risk and Capital Analytics, 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

Register Now for ISDA SIMM Training – Technical Workshop
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Martin Baxter

Consultant

ISDA

ISDAConferences

Scott Cogswell

Manager, Global Risk Analytics

HSBC

HSBC

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

Paola Rensi

Director, Risk and Capital Analytics

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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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.