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

Application for MCLE accreditation of this program in California is currently pending.

November 6, 2008
Omni San Francisco Hotel
San Francisco

PROGRAM AGENDA

  Instructors:
Rosario Chiarenza, Counsel, ISDA
Anatoli Kuprianov, Director of Technical Analysis, ISDA
8:00 AM

Registration and Continental Breakfast
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:  Par, 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: Mark-to-market swaps and collateral
3. Introduction to ISDA Documentation Architecture
5:00 PM
 Conference Concludes

Agenda is subject to change

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Omni San Francisco Hotel, 500 California Street, San Francisco, CA 94104
Ph: (415) 677-9494.

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.
Copyright © 2003-2008 International Swaps and Derivatives Association, Inc.