Beyond UMR: Calculating Sensitivities and IM under ISDA SIMM™

Learn how firms can prepare and minimize the impact of upcoming changes to Uncleared Margin Rules (UMR).

Topics

Review of the ISDA SIMM™ Methodology and best practices for firms coming into scope
Overview of the ISDA SIMM™ Crowdsourcing Facility providing market consensus risk bucketing
ISDA SIMM™ calculation solutions, including market data and analytics for complex OTC derivatives

Speakers

Maria Levanti - Senior Director, Pricing & Analytics, ICE Data Services (Moderator)
Nnamdi Okaeme - Senior Director, ISDA
Andrew Hill - Head of Change Management, ICE Benchmark Administration
David Ezra - Product Manager, Derivatives Market Data & Risk Analytics, ICE Fixed Income and Data Services

Related content

White Paper: Using ISDA SIMM for intra-day margin optimization

ICE Benchmark Administration