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The workshop offers a unique opportunity to participants to discuss with industry experts the technical aspects of the ISDA Standard Initial Margin Model (SIMM).
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Wednesday, February 20, 2019Download 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
- 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.
VenueBack to Top
Marina Mandarin Singapore, 6 Raffles Boulevard, Marina Square, Singapore 039594. Phone: +65 6845 1000
PricingBack 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 email@example.com
Member $250 U.S.
Non-Member $300 U.S.
Course LevelBack to Top
Some knowledge of derivatives is assumed. No advance preparation is required.
ContactBack to Top
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 firstname.lastname@example.org.