Bilateral margining through Uncleared Margin Rules (UMR)

This course introduces the framework for margin requirements for non-centrally cleared derivatives, covering general provisions, risk factor definitions, and sensitivity methodology. Learners will explore the Calypso Bilateral Initial Margin Solution, an ISDA SIMM-certified tool for calculating initial margin to support UMR compliance. The course walks through implementation steps including margin group setup, CCP risk parameter loading, and margin contract creation. A dedicated FAQ and wrap-up module provides clarity on key concepts and access to Calypso documentation and eLearning resources.

About the course

Learn about margin requirements for non-centrally cleared derivatives and explore the Calypso Bilateral Initial Margin Solution, an ISDA SIMM-certified tool. Gain hands-on experience with the Bilateral Margin UI for exposure simulation and account configuration. Access FAQs, key concepts, and resources for UMR compliance.

Curriculum

1 Chapter · 3 Lessons

1. (Included in full purchase)
  Bilateral margining through Uncleared Margin Rules (UMR) - Deck
2. (Included in full purchase)
  Recording
3. (Included in full purchase)
  Session Summary- AI Generated

Bilateral margining through Uncleared Margin Rules (UMR)