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

Fundamentals of Commodity Derivatives Seminar

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

7.5 CPE Credit Hours Available

November 20, 2008
Global Financial Markets Conference Center
New York

PROGRAM AGENDA

  Instructors:
David L. Mengle, Head of Research, ISDA
Associate Professor of Economics and Finance, Adjunct Faculty, Fordham University Graduate School of Business
8:00 AM

Registration and Continental Breakfast

8:45 AM
Fundamentals of Commodity Derivatives Products
1. Mechanics of commodity forwards, swaps, and options
2. Risks associated with using derivatives
3. Distinction between OTC and exchange-traded derivatives
10:30 AM
Morning Break
10:45 AM

Fundamentals of Commodity Derivatives Products – (Continued)

12:30 PM
Luncheon
1:45 PM
Introduction to ISDA Commodity Derivatives Documentation Architecture
Rosario Chiarenza, Counsel, ISDA
2:15 PM
Commodity Derivatives Pricing, Valuation and Risk Management
1. Cost of carry relationships
2. Hedging commodity derivatives
3. Counterparty credit risk
3:30 PM
Afternoon Break
3:45 PM
Market Overview
Nicholas J. Dazzo, Koch Supply & Trading L.P.
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

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