ISDA SIMM Training – Technical Workshop

Friday, November 5, 2021
Online

Member US$200.00

Non-Member US$250.00

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

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

This is an ISDA Virtual Conference:

  • Event will be live on November 5, 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 December 5, 2021

 

Educational Credits

3 CPD Credit Hours Available (England and Wales)

3.5 CPE Credit Hours Available

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Friday, November 5, 2021

Print Agenda ISDA SIMM Training – Technical Workshop for

9:00 AM Introduction and Welcoming Remarks

9:05 AM ISDA SIMM Methodology and Calculation (Advanced)

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

10:10 AM Break

10:15 AM ISDA SIMM Implementation

  • Data Preparation
  • Building SIMM
  • Operational flows: From calculation to settlement
  • ISDA SIMM Crowdsourcing Utility

10:55 AM Break

11:00 AM ISDA SIMM Annual Cycle

  • 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

11:50 AM Break

11:55 AM ISDA SIMM Governance and Regulatory Engagement

  • Industry-level governance
  • Firm-level governance
  • IM Advocacy and changes to Implementation Timelines

12:30 PM Workshop Concludes

Agenda is subject to change.

Register Now for ISDA SIMM Training – Technical Workshop
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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.

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.