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Bilateral Margin Requirements and SIMM – The Impact of Mandatory Margining and Central Clearing – NYC
November 1 - November 2
In this course we will explore in detail the mechanics of bilateral margin rules for OTC derivatives and assess future scenarios along with their opportunities and risks. The program also covers initial margin methodologies – especially the ISDA Standard Initial Margin Model (SIMM) – and the links to central clearing. Aspects such as segregation and required CSA changes, and the growing use of MVA (Margin Value Adjustment) are also explored.