ISDA SIMM™ Training—Technical Workshop

Member US$250

Non-Member US$250

On Demand in Cart

ISDA ON DEMAND is ISDA’s streaming conference service playing on your schedule.

Please note that On Demand links are only valid for 30 days from date of purchase.

For individual use only

Program Agenda

 

A. ISDA SIMM Methodology and Calculation – 57 Minutes

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

Martin Baxter, Consultant, ISDA
Tara Kruse, Global Head of Infrastructure, Data and Non-Cleared Margin, ISDA

 

B. ISDA SIMM—Implementation– 42 Minutes

  • 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

 

C. ISDA SIMM Annual Cycle – 52 Minutes

  • Enhancements made from SIMM 1.0 to SIMM 2.2
  • SIMM Monitoring
    • Evidence-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

 

D. ISDA SIMM Governance and Regulatory Engagement – 38 Minutes

  • 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

 

COURSE SAMPLE

 

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