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

November 18, 2008
Hyatt Regency Chicago
Chicago

PROGRAM AGENDA

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: 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: Introduction to ISDA Documentation Architecture
3. Limiting counterparty risk: Mark-to-market swaps and collateral
5:00 PM
 Conference Concludes

Agenda is subject to change

Please click here for the Conference Registration Form.

CONFERENCE VENUE: Hyatt Regency Chicago, 151 East Wacker Drive, Chicago, IL 60601 Phone: (312) 565-1234.

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.