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

Documenting and Confirming Credit Derivative Transactions Conference

6.25 CPD Credit Hours Available (England and Wales)

7.5 CLE Credit Hours Available (New York)
Transitional and Non-Transitional


November 24, 2010
London


PROGRAM AGENDA

 

8:00 AM

Registration and Continental Breakfast

8:50 AM

Welcoming Remarks

9:00 AM
The 2003 ISDA Credit Derivatives Definitions and Supplements
This session will focus on the 2003 ISDA Credit Derivatives Definitions and the July 2009 Restructuring Supplement. The Definitions are designed for the documentation of single name credit derivative transactions but also form the basis of index and many other credit derivative transaction types. The operation of Successor, Credit Events, the role of the Determinations Committees, Event Determination Date/Conditions to Settlement, and Settlement mechanics will be discussed. The session will also cover the auction settlement mechanism.
10:45 AM

Morning Break

11:15 AM

The 2003 ISDA Credit Derivatives Definitions and Supplements (Continued)

12:00 PM

Current Issues in Standardising Documentation for Credit Derivative Transactions
This session will focus on current market efforts to enhance standardisation of various credit derivative products, such as the Physical Settlement Matrix, and external initiatives such as the trade warehousing initiative, the prospects for centralised notice requirements and recent Successor events processing.

12:45 PM

Luncheon

1:45 PM

Confirmation Workshop

This workshop will be led by experienced confirmations professionals, who will discuss the product characteristics, specific deal ticket terms and actual confirmation form for transactions using the 2003 ISDA Credit Derivatives Definitions.
3:15 PM

Afternoon Break

3:30 PM
Confirmation Workshop (Continued)
5:00 PM
Conference Concludes

Agenda is subject to change

Please click here for the Conference Registration Form.


You may also be interested in the Fundamentals of Credit Derivatives Seminar, November 23rd in
London, click here for agenda.

 

CONFERENCE VENUE: Allen & Overy, One Bishops Square, London, E1 6AD. Phone: +44 20 3088 3550.

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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