ISDA SIMM™ Training – Technical Workshop

Wednesday, February 20, 2019
Marina Mandarin Singapore
Singapore

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Wednesday, February 20, 2019

Download Agenda ISDA SIMM™ Training – Technical Workshop for

8:00 AM Registration and Morning Coffee

8:30 AM Introduction and Welcoming Remarks

8:35 AM ISDA SIMM – Methodology and Calculation (Advanced)

  • Description of the ISDA SIMM
  • Methodology
  • Example to illustrate calculation using methodology
  • Comparison of Initial Margin (IM) from SIMM versus Schedule

9:30 AM ISDA SIMM Implementation

  • Data Preparation
  • Building SIMM
  • Operational flows: from calculation to settlement
  • ISDA SIMM Crowdsourcing Utility

10:00 AM Evolution of SIMM

  • Origins of SIMM Methodology
  • Enhancements made from SIMM 1.0 to 2.1
  • Future Evolution of SIMM

10:20 AM Coffee Break

10:30 AM ISDA SIMM Annual Cycle

  • SIMM Monitoring:
    • Evidenced-based approach to SIMM change review
    • Quarterly Monitoring
  • SIMM Calibration
  • SIMM Backtesting and Benchmarking

11:00 AM Reconciling Initial Margin Differences

  • Agreeing IM method in Collateral Agreements
  • Sources of IM differences
  • Approach to reconciling IM differences
  • Reporting Reconciliation Issues

11:45 AM ISDA SIMM Governance and Regulatory Engagement

  • Industry-level governance
  • ISDA’s regulatory engagement
  • Firm-level governance
  • Firm-level regulatory engagement

12:00 PM Workshop Concludes

Agenda is subject to change.

Register Now for ISDA SIMM™ Training – Technical Workshop
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Marina Mandarin Singapore, 6 Raffles Boulevard, Marina Square, Singapore 039594. Phone: +65 6845 1000

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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 $250 U.S.

Non-Member $300 U.S.

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Intermediate

Some knowledge of derivatives is assumed. No advance preparation is required.

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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 | +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.