1. Events
  2. Online
  3. ISDA SIMM Training – Technical Workshop
Events

ISDA SIMM Training – Technical Workshop

Thursday, March 30, 2023
Online

Member US$350.00

Non-Member US$400.00

Register for ISDA SIMM Training – Technical Workshop
Event begins in:
days
0
7
hours
0
8
mins
2
3
secs
2
0

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 March 30, 2023 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 April 30, 2023

 

Educational Credits

3 CPD Credit Hours Available (England and Wales)

3.5 CPE Credit Hours Available

Tags: , ,

Jump to Section:

Agenda Speakers Related Pricing Course Level Contact

Agenda

Thursday, March 30, 2023

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

11:10 AM Break

11:15 AM ISDA SIMM Annual Cycle Eduardo Epperlein, Nnamdi Okaeme

  • Enhancements made from SIMM 1.0 to SIMM 2.5
  • 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 International PLC
Nnamdi Okaeme, Head of SIMM, ISDA

12:05 PM Break

12:10 PM 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 International PLC
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
Back to Top

Martin Baxter

Consultant

ISDA

ISDAConferences

Scott Cogswell

Manager, Global Risk Analytics

HSBC

HSBC

Eduardo Epperlein

Managing Director, Global Head of Risk Methodology

Nomura International PLC

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

Head of SIMM

ISDA

ISDAConferences

Pricing

Back 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 conferences@isda.org

Member US$350.00

Non-Member US$400.00

Course Level

Back to Top

Intermediate

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

Contact

Back to Top

                    

Follow us on LinkedIn and Twitter 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.

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.