International Swaps and Derivatives Association, Inc. (ISDA®)

Fundamentals of Derivatives Seminar

7.5 CLE Credit Hours Available (New York)
Transitional and Nontransitional

7.5 CPE Credit Hours Available

May 20, 2008
Seaport World Trade Center
Boston

PROGRAM AGENDA

Instructors:
David Mengle, Head of Research, ISDA
Associate Professor, Fordham University Graduate School of Business (Adjunct Faculty)

8:00 AM
 Registration and Continental Breakfast
8:45 AM
 Fundamentals of Derivative Products
1. Interest rate and currency forwards, swaps, and options: What they are and how they work
2. What risks do they manage? What risks do they involve?
3. Distinctions between OTC and exchange-traded derivatives
4. Introduction to credit derivatives
10:30 AM
 Morning Break
10:45 AM

Fundamentals of Derivative Products (continued)
1:00 PM
Luncheon
2:15 PM
 Introduction to Derivative Contract Valuation and Risk Management
1. Yield curves: Zero coupon and forward rates
2. Estimating the value of a swap and an option
3. Hedging derivatives
3:30 PM
 Afternoon Break
3:45 PM
 Counterparty Credit Risk
1. Measuring counterparty credit exposure
2. Managing counterparty risk: ISDA Master Agreements, termination, and netting
3. Limiting counterparty risk: Mark-to-market swaps and collateral
5:00 PM
 Conference Concludes

Agenda is subject to change

ISDA has been approved by The Law Society and The General Council of The Bar of England and Wales as an accredited provider of Continuing Professional Development.

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Seaport World Trade Center, 200 Seaport Boulevard, Boston, MA 02210
Phone: (617) 385-4216.

To obtain more information, please contact the ISDA conference department at +1 212-901-6000 or
e-mail CONFERENCES@ISDA.ORG

® ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc.
Copyright © 2003-2008 International Swaps and Derivatives Association, Inc.