Fundamentals of Derivatives

Tuesday, September 24, 2019
London

Member $850 U.S.

Non-Member $975 U.S.

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Tuesday, September 24, 2019

Print Agenda Fundamentals of Derivatives for

8:15 AM Registration and Continental Breakfast

8:45 AM Introduction and Welcoming Remarks Ian Sloyan

Ian Sloyan, Director, Market Infrastructure and Technology, ISDA

9:00 AM Overview of Derivatives Products Ian Sloyan

  • Definition and explanation of derivatives
  • Common types of derivatives:
    • Interest rate derivatives
    • Credit derivatives
    • Commodities
    • Equities
    • FX
  • Major reasons for using derivatives
  • Examples of derivative users
  • OTC vs. exchange traded derivatives
  • Major venues for derivatives trading and clearing
  • Basic valuation of derivatives types
Ian Sloyan, Director, Market Infrastructure and Technology, ISDA

10:30 AM Morning Break

10:45 AM Interest Rate Derivatives Products Ian Sloyan

  • Overview of interest rate derivatives
    • Major products
    • Notional outstanding vs. market value
    • Trading volumes
  • Interest rate swaps
    • Description
    • Terminology, convention and market quotes
    • Basic valuation
  • Interest rate caps, floors, swaptions and straddles
    • Description
    • Terminology and convention
    • How options work
    • Basic option strategies
    • Basic valuation
    • Settlement methods
Ian Sloyan, Director, Market Infrastructure and Technology, ISDA

12:30 PM Luncheon

1:30 PM Credit Derivatives Products Jonathan Martin

  • Overview of credit derivatives
    • Major products
    • Notional outstanding vs. market value
    • Trading volumes
  • Credit default swaps: single names and index CDS
  • Users of credit derivatives
  • Terminology, convention and market quotes
  • Valuation
  • CDS-bond basis
  • Credit events: single name and index CDS
  • Settlement methods and auctions
  • The ISDA Credit Derivatives Determination Committee
Jonathan Martin, Director, Market Infrastructure and Technology, ISDA

3:00 PM Afternoon Break

3:15 PM Central Clearing and Uncleared Margin Sarah Willis

  • Risk View
    • What is counterparty risk in derivatives?
    • How can counterparty risk be mitigated?
    • Bilateral margin for uncleared derivatives
    • Key aspects of clearing
  • Legal View
    • Bilateral documentation
    • Segregation models in CCPs
    • Clearing documentation
Sarah Willis, Managing Associate, Linklaters LLP
Additional Speakers to be Announced.

4:15 PM Basics of Derivatives Documentation Annabel Akintomide

  • Derivatives Documentation Architecture
  • ISDA Master Agreements, including the Schedule and CSA
  • ISDA Definitions books
  • ISDA Protocols
Annabel Akintomide, Counsel, ISDA

5:00 PM Conference concludes

Agenda is subject to change.

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Allen & Overy LLP, One Bishops Square, London, E1 6AD. Phone +44 (0) 203 808 9700. A map to the venue can be found here. You will be required to provide photo identification in order to enter the venue. Please ensure you present this at the ground floor reception or you may be refused entry.

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Annabel Akintomide

Counsel

ISDA

ISDAconferences

Jonathan Martin

Director, Market Infrastructure and Technology

ISDA

ISDAconferences

Ian Sloyan

Director, Market Infrastructure and Technology

ISDA

ISDAConferences

Sarah Willis

Managing Associate

Linklaters LLP

LinklatersLLP

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Registration fee is for one person to attend the entire event. Pass may not be split between multiple attendees.

For some events, groups of three or more attendees from the same firm can receive a 20% discount on event registrations. Groups must be registered together, in advance of the event. To register your group, please email conferences@isda.org

Receive a special discount of 20% for one person to attend all 3 Back to Basics courses – the Fundamentals of Derivatives, Understanding the ISDA Master Agreements and Understanding Variation Margin and the 2016 ISDA Variation Margin Credit Support Documents courses taking place on September 24, 25 & 26 in London. To receive this discount, email conferences@isda.orgprior to registration. [Registrant must attend all 3 courses. Discount will be void if one or more of the registrations are cancelled]

Member $850 U.S.

Non-Member $975 U.S.

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Introductory

Basic knowledge of derivatives is beneficial but not mandatory. Some knowledge of financial markets is assumed. No advance preparation is required.

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ISDA is an accredited provider of continuing education credits by the following organizations:

  • CLE

    ISDA has been certified by the New York State Continuing Legal Education Board as an Accredited Provider of continuing legal education in the state of New York.

  • CPE Sponsory

    ISDA is registered with the National Association of State Boards of Accountancy (NASBA) as a sponsor of continuing professional education on the National Registry of CPE Sponsors. State boards of accountancy have final authority on the acceptance of individual courses for CPE credit. Complaints regarding registered sponsors may be addressed to the National Registry of CPE Sponsors: 150 Fourth Avenue North, Suite 700, Nashville, TN 37219-2417. www.nasba.org

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