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UMR compliance: preparing for phase six

The panel

  • Hiroshi Tanase, Executive Director, Product Analysis and Design, S&P Global Market Intelligence
  • Chetan Joshi, Founder and Chief Operating Officer, Margin Reform
  • Eric Ilardi, Senior Vice-president and Global Head, Collateral Management and US Cash Desk, Pimco
  • Ashley Rice, Director, Cross-markets, Barclays
  • Moderator: Jeff Jamison, Managing Director, and Financial and Enterprise Risk Lead, Accenture

Impacting an estimated 700 firms, phase six of the uncleared margin rules comes into force in September 2022. This will bring the broadest test of preparation for initial margin (IM) calculation workflows.

This webinar examines the lessons learned from previous phases and identifies critical – but often unexpectedly time-consuming – factors required for compliance.

Key topics discussed:

  • An overview of the regulation and the lessons learned so far
  • Key considerations in managing standard initial margin model (Simm) calculations
  • Best practices and pitfalls to avoid for IM threshold monitoring
  • Requirements, challenges and preparedness for Simm backtesting.
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