Initial Margin Webinar: IM from a Risk Perspective

 

 

Industry experts discuss calculators, models, testing and gaining regulatory approval for IM models.

Agenda:

  • Calculation: Ways of calculating IM, an overview of ISDA SIMM and an overview of Common Risk Interchange Format (CRIF)
  • Regulation: Approval process for implementing your IM model
  • IM Operations: Calling for and settling assets to cover IM, setting up specific custody arrangements and how to handle disputes using industry tools

Panellists:

  • Liam Huxley, Founder and CEO at Cassini Systems
  • Hiroshi Tanase, Executive Director at IHS Markit
  • Chetan Joshi, Business Programme Manager, Margin Reform at Standard Chartered Bank

Did you know that Cassini offers a fully featured SIMM calculation service that can be seamlessly integrated into your workflow. Find out more here