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

Fundamentals of Derivatives Seminar

June 11, 2008
Shangri-La Hotel
Kuala Lumpur

PROGRAM AGENDA

8:00 AM

Registration and Continental Breakfast
8:40 AM
 Welcoming Remarks
Course Instructor: Way Yee Bay, Director of Policy, ISDA
8:45 AM
 Fundamentals of Derivative Products
1. Brief History of Development of Derivatives
2. High Profile Cases of Derivatives trading loss
3. What risks do they manage?
4. Distinction between OTC and exchange-traded derivatives
5. Interest rate risk and interest rate derivatives: What they are and how they work
10:30 AM
 Morning Break
10:45 AM

Fundamentals of Derivative Products (continued)
6 . Options, Caps and Floors: What they are and how they work
7 . Currency risk and currency derivatives
8 . Equity Derivatives
9 . Credit Derivatives
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
 Seminar Concludes

Agenda subject to change

ISDA has been approved by the Solicitors Regulation Authority of England and Wales as an accredited provider of Continuing Professional Development.

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Shangri-La Hotel, 11 Jalan Sultan Ismail, 50250 Kuala Lumpur, Malaysia
Telephone: (60 3) 2032-2388

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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