ISDA Virtual Conference: ISDA SIMM™ Training • Technical Workshop

Tuesday, June 23, 2020
Online


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

 

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 an ISDA Virtual Conference:

  • Event will be live on June 23, 2020 from 9:00 AM – 12:45 PM EST  |  Timezone Converter
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until July 23, 2020

The conference will be broadcast via GoToWebinar. Please click here to check your system requirements to ensure you are able to join this event: https://support.goto.com/webinar/system-check-attendee

 

Educational Credits

3.5 CPD Credit Hours Available

Tags: , ,

Jump to Section:

Tuesday, June 23, 2020

Print Agenda ISDA Virtual Conference: ISDA SIMM™ Training • Technical Workshop for

9:00 AM Introduction and Welcoming Remarks Tara Kruse

Tara Kruse, Global Head of 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

10:20 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

11:00 AM Break

11:10 AM ISDA SIMM Annual Cycle Eduardo Epperlein, Nnamdi Okaeme

  • Enhancements made from SIMM 1.0 to SIMM 2.2
  • 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
Nnamdi Okaeme, Director, Risk and Capital, ISDA

12:00 PM Break

12:10 PM 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 of Infrastructure, Data and Non-Cleared Margin, ISDA
Additional Speakers to be Announced.

12:45 PM Workshop Concludes

Agenda is subject to change.

Register Now for ISDA Virtual Conference: ISDA SIMM™ Training • Technical Workshop
Back to Top

Martin Baxter

Consultant

ISDA

Scott Cogswell

Manager, Global Risk Analytics

HSBC

Eduardo Epperlein

Managing Director, Global Head of Risk Methodology

Nomura

Andrew Hill

Head of Change Management

ICE Benchmark Administration

Tara Kruse

Global Head of Infrastructure, Data and Non-Cleared Margin

ISDA

ISDAConferences

Nnamdi Okaeme

Director, Risk and Capital

ISDA

@isdaconferences

Back to Top

Follow us on Twitter @isdaconferences for the latest on upcoming events. For general questions, including exhibition/sponsorship opportunities, conference topics or location suggestions contact us: conferences@isda.org.org | +1 212-901-6000