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

June 10, 2008
Global Financial Markets Conference Center
New York

PROGRAM AGENDA

Instructors:
 David L. Mengle, Head of Research, ISDA
Associate Professor of Economics and Finance, Adjunct Faculty, Fordham University Graduate School of Business
Anatoli Kuprianov, Director of Technical Analysis, ISDA
8:00 AM

Registration and Continental Breakfast
8:40 AM
 Welcoming Remarks
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

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Global Financial Markets Conference Center, 360 Madison Avenue (entrance on 45th Street), 17th Floor, New York, NY 10017 Phone: (212) 901-6000.

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

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