Getting Ready for Initial Margin Implementation

Tuesday, October 22, 2019
The Westin Sydney
Sydney

Member $650 U.S.

Non-Member $750 U.S.

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Tuesday, October 22, 2019

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8:15 AM Registration and Morning Coffee

9:00 AM Introduction and Welcoming Remarks

9:10 AM Initial Margin Requirements for Non-cleared Derivatives

A large number of counterparties will come into scope of initial margin requirements for non-cleared derivatives in the later phases of implementation. This session will provide an overview of the regulatory requirements in key jurisdictions.

  • Entity scope and AANA calculations
  • Geographical and transaction scope
  • Segregation requirements
  • Documentation and legal review requirements

9:55 AM Panel Discussion: Implementation of Initial Margin Requirements

How will the IM requirements impact firms in Australia? How are firms preparing for the rules? What challenges have already in-scope firms faced and addressed? How will the rules affect cross-border trading?

10:55 AM Morning Break

11:15 AM Understanding the Next Generation of IM Documentation

This session provides delegates with an understanding of the new IM Documentation (ISDA 2018 Credit Support Annex for Initial Margin (Security Interest – New York Law) and ISDA 2018 Credit Support Deed for Initial Margin (Security Interest – English Law)). The session will focus on elections in the documentation and their implications for negotiation between counterparties. It will also provide an overview of the Collateral Transfer Agreement and Security Agreements that can be used for IM arrangements where the relevant custodian is located in a different jurisdiction from the trading counterparties, including specific documents designed for use where the IM is held in a Euroclear or Clearstream account.

12:35 PM Luncheon

2:00 PM Understanding the Next Generation of IM Documentation (continued)

2:40 PM ISDA Create: Leveraging Technology in Streamlining IM Negotiation

This session will provide an overview of the ISDA Create platform, and explain how this new technology solution can be used to streamline the negotiation of IM documents.

3:20 PM ISDA SIMM Methodology and Calculation

  • ISDA SIMM background
  • Description of ISDA SIMM
  • Methodology
  • Example to illustrate calculation using methodology
  • Comparison of initial margin from SIMM versus schedule

3:55 PM Afternoon Break

4:15 PM ISDA SIMM Implementation & Governance

  • Data preparation & building the ISDA SIMM
  • ISDA SIMM crowdsourcing utility
  • SIMM monitoring, calibration, backtesting and benchmarking
  • Industry and firm-level governance

5:00 PM Conference Concludes

Agenda is subject to change.

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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. Groups must be registered together, in advance of the event. To register your group, please email conferences@isda.org.

Member $650 U.S.

Non-Member $750 U.S.

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Intermediate

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

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