Thu, Jun 16, 2022Event Details for ISDA SIMM Training – Non-Technical Workshop Register Now for ISDA SIMM Training – Non-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).
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
3 CPD Credit Hours Available (England and Wales)
3.5 CPE Credit Hours Available
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Friday, June 17, 2022Print Agenda ISDA SIMM Training – Technical Workshop for
9:00 AM Introduction and Welcoming Remarks Tara Kruse
9:05 AM ISDA SIMM Methodology and Calculation (Advanced) Martin Baxter
- Description of the ISDA SIMM
- 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 Andrew Hill
- 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 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
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
Additional Speakers to be Announced.
12:30 PM Workshop Concludes
Agenda is subject to change.
SpeakersBack to Top
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
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: firstname.lastname@example.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 email@example.com.