ISDA SIMM Training – Technical Workshop

Friday, June 17, 2022
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).

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

 

This is an ISDA Virtual Conference:

  • Event will be live on June 17, 2022 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 July 17, 2022

 

Educational Credits

3 CPD Credit Hours Available (England and Wales)

3.5 CPE Credit Hours Available

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Friday, June 17, 2022

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

10:55 AM Break

11:00 AM ISDA SIMM Annual Cycle 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
Paola Rensi, Director, Risk and Capital Analytics, ISDA

11:50 AM Break

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

  • Industry-level governance
  • Firm-level governance
  • IM Advocacy and changes to Implementation Timelines
Tara Kruse, Global Head, Infrastructure, Data and Non-Cleared Margin, ISDA
Additional Speakers to be Announced.

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

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.