Recording: ISDA Virtual Conference: ISDA SIMM™ Training • Technical Workshop

Wednesday, June 24 to Thursday, July 23, 2020
Online


This is a pre-recorded Virtual Conference

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Recording available until July 23, 2020 

 

This workshop offers participants an opportunity to hear from industry experts about the technical aspects of the ISDA Standard Initial Margin Model (SIMM).

This is a pre-recorded ISDA Virtual Conference:

    • This is a recording of the ISDA SIMM Training – Technical Workshop that took place on June 23, 2020
    • Registrants will have access to the recording until 5:00 PM EST on July 23, 2020
    • After submitting your registration you will receive a confirmation email with a link to view the documents and recording

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Wednesday, June 24, 2020

Print Agenda Recording: 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, Senior Director, Infrastructure, Data and Non-Cleared Margin, ISDA

12:00 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
Tara Kruse, Global Head of Infrastructure, Data and Non-Cleared Margin, ISDA

12:45 PM Workshop Concludes

Register Now for Recording: ISDA Virtual Conference: ISDA SIMM™ Training • Technical Workshop
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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

Senior Director, Infrastructure, Data and Non-Cleared Margin

ISDA

ISDAConferences

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