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

ISDA Symposium®

Documenting Interest Rate and Currency Swaps

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

4.5 CPE Credit Hours Available

October 28, 2008
Global Financial Markets Conference Center
New York

PROGRAM AGENDA

8:15 AM
Registration and Continental Breakfast
8:45 AM
 Welcoming Remarks
Katherine Darras, General Counsel, Americas, ISDA
9:00 AM

Documenting Interest Rate and Currency Swaps
•The basic terms of a fixed-floating interest rate swap:
         - Fixed Rates, Designated Maturity, Compounding, Flat Compounding.
         - Payment Dates, Termination Dates, Business Days, Business Day Conventions, Period End
           Dates (with and without Adjustment) and Negative Interest Rate Method
        - Reset Dates, Delayed Payment provisions and Rate Cut-off Dates.
        - 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:
John J. Berry, docGenix, L.P. in association with Allen & Overy LLP
Ilene Froom, Executive Director and Assistant General Counsel, J.P. Morgan Chase & Co.
Ruth G. Laslo, Executive Director & Senior Counsel, UBS Securities, LLC
10:30 AM
 Break
11:00 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: 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

® 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.