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Evolving the SIMM Model: How to manage changes in governance & the importance of dynamic backtesting
June 15 3PM BST / 10AM EST
Following the PRA Review on the use of ISDA SIMM™, our host John Pucciarelli, will be joined by ISDA and Acadia’s experts, to discuss the changes in the ISDA SIMM governance model and the best practices to overcome potential challenges with the new calibration cycles.
Join us for tips on how to best tackle the challenge of more frequent updates with our new solution, IM Recalibration Analytics. We will cover the importance of dynamic backtesting as a monitoring tool and touch on the requirements under the EMIR RTS.
Register now to stay abreast of changes in SIMM recalibration and find out more about how to predict with certainty the impact on your initial margin exposure without the burden of manual recalibration.
Agenda:
- Recap on the PRA Review on the use of SIMM
- Off-cycle Calibrations and how to best manage the challenge
- Quick tour of our new service: IM Recalibration Analytics
- Deep dive on the changes in SIMM Governance
- Importance of Dynamic Backtesting and the requirements under EMIR RTS
- Q+A
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