ISDA Annual Conferences
The agendas for this year's ISDA conferences look very interesting. Links can be found below:
- New York (on September 12th)
- London (on September 19th)
- Sydney (on October 17th)
- Hong Kong (on October 22nd)
- Tokyo (on October 24th)
Two topics in particular pique my interest:
- Margin and Capital: Where Will New Requirements Take the Derivatives Business?
Some discussion will take place around the development of the Standard Initial Margin Model (SIMM) for calculating the IM for non-cleared trades. More detail around the SIMM can be found in this Risk Magazine article.
- The Future of Benchmarks: A Stronger Foundation Evolves
This panel comprises members of the ISDA Benchmark Committee. It will outline its efforts to date, and review its plans for the future of some key benchmarks going forward. LIBOR, which fell into disrepute following accusations and evidence of manipulation, is highlighted in the description of this panel discussion.