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

ISDA Symposium®
Documenting Interest Rate and Currency Swaps

3.75 CPD Credit Hours Available (England and Wales)

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

October 28, 2008
London

PROGRAM AGENDA

8:15 AM
 Registration and Continental Breakfast
8:45 AM
 Welcoming Remarks
Carmen Neumann, Associate, Operations, Trading Infrastructure, ISDA
9:00 AM
 Documenting Interest Rate and Currency Swaps
• The basic terms of a fixed-floating interest rate swap:
        o Fixed Rates, Designated Maturity, Compounding, Flat Compounding.
        o Payment Dates, Termination Dates, Business Days, Business Day Conventions, Period End
            Dates (with and without Adjustment) and Negative Interest Rate Method
        o Reset Dates, Delayed Payment provisions and Rate Cut-off Dates.
        o Floating Rate Options, Spreads and Day Count Fractions
• Caps, Floors and FRAs
• Swaptions and Swaption Straddles
• Optional and Mandatory Early Termination Provisions
• Cash Settlement Methods including Cash Price and Par Yield Curve
• Cross-currency provisions
• Matrices, including the Mark-to-Market and Settlement Matrix
Speakers:
Chris Allen, Director, Barclays Capital
Dan Parker, Executive Director and Counsel, Goldman Sachs & Co.
Rhian Roberts, Managing Associate - Derivatives and Structured Products, Linklaters LLP
David Vincent, Associate, Allen & Overy LLP
10:30 AM
 Morning Break
10:45 AM
 Documenting Interest Rate and Currency Swaps (continued)
1:00 PM
 Symposium Concludes

Agenda is subject to change

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Allen & Overy, One Bishops Square, London E1 6AD Phone: +44 20 3088 0000

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