ISDA Conferences

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

Credit Derivatives Workshop

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

8.5 CPE Credit Hours Available

June 25, 2008
Global Financial Markets Conference Center
New York

PROGRAM AGENDA

8:00 AM	Registration and Continental Breakfast
8:30 AM	Welcoming Remarks David Mengle, Head of Research, ISDA Associate Professor, Fordham University Graduate School of Business (Adjunct Faculty)
8:35 AM	Overview of Credit Derivatives Products • Credit default swaps • Economics • Mechanics - Settlement - Premium - Unwinds • Variations - Index and basket CDS - Loan CDS - CDS Swaptions • Asset swaps • Total return swaps David Mengle, Head of Research, ISDA Associate Professor, Fordham University Graduate School of Business (Adjunct Faculty)
10:00 AM	Morning Break
10:15 AM	Overview of Credit Derivatives Products (continued)
11:00 AM	The 2003 ISDA Credit Derivatives Definitions and Update on New Settlement Mechanic This session will focus on the 2003 ISDA Credit Derivatives Definitions and the May 2003 Supplement, examining the provisions relating to credit events, notices, settlement, guarantees and novation. Mark New, Assistant General Counsel, ISDA
12:30 PM	Luncheon
1:30 PM	Confirmation Workshop This hands-on workshop will discuss specific deal ticket terms and take delegates through actual confirmation forms for typical transactions using the 2003 ISDA Credit Derivatives Definitions. In addition, the session will describe the most common errors that lead to outstanding confirmations and what to do about them. Chris Hansen-Nelson, Vice President, Director and Senior Documentation Officer, TD Securities (USA) LLC, The Toronto-Dominion Bank
3:15 PM	Afternoon Break
3:30 PM	Overview of New Products • Loan Only CDS • CDS on ABS • CDS on CDO John Mbiti, Executive Director and Counsel, UBS Alisa L. Ruvinsky, Vice President & Assistant General Counsel, JPMorgan Chase
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