ISDA SIMM Training – Technical Workshop

Thursday, March 30 to Friday, September 1, 2023
Online

Member US$350.00

Non-Member US$400.00

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 September 1, 2023

 

This is an ISDA Virtual Conference:

    • This is a recording of the ISDA SIMM Training - Technical Workshop conference which took place on March 30, 2023
    • Registrants will have access to the recording until 5:00 PM EDT on September 1, 2023
    • After submitting your registration you will receive a confirmation email with a link to view the documents and recording
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, Director Operations and Development, 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.


Venue Location:


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.

2023 International Swaps and Derivatives Association, Inc.
ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc.