Derivatives Products Overview

Wednesday, June 26, 2019
ISDA Conference Center
New York

Member $850 U.S.

Non-Member $975 U.S.

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Wednesday, June 26, 2019

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8:15 AM Registration and Continental Breakfast

9:00 AM Introduction and Welcoming Remarks Olga Roman, CFA

Olga Roman, CFA, Director of Research, ISDA

9:15 AM Interest Rate Products Ilene K. Froom, Olga Roman, CFA

  • Floating Rate Options
  • Interest rate swaps
  • Caps, floors and collars
  • Compounding in swaps
  • Swaptions and straddles
  • Optional and mandatory exercise rights
  • Options: Automatic exercise, exercise styles and settlement methods
  • Negative interest amounts
  • ISDA Matrices and ISDA Supplements
Ilene K. Froom, Partner, Reed Smith LLP
Olga Roman, CFA, Director of Research, ISDA

10:45 AM Morning Break

11:00 AM Equity Derivatives Products Rafal A. Nowak, Andrea O’Toole, Robert Stewart

  • Underlying assets: single share, single index, basket of shares, basket of indices
  • Options, caps, floors and collars
  • Pre-paid variable forwards
  • Total return swaps
  • FX provisions in equity derivatives trades
  • Volatility and variance swaps
  • Knock-out and knock-in events
  • Documentation
Rafal A. Nowak, Managing Director and Senior Counsel, Deputy Head of Global Markets Americas Legal Group, Société Générale
Andrea O’Toole, Managing Counsel, Wells Fargo
Robert Stewart, Vice President and Assistant General Counsel, Bank of America Merrill Lynch

12:30 PM Luncheon

1:30 PM Foreign Exchange Products Ilene K. Froom, Olivia Wang

  • The 1998 FX and Currency Option Cross Currency Swaps Definitions and Annex A
  • Cross Currency Swaps
  • Non-deliverable and deliverable forwards
  • Non-deliverable and deliverable options
  • Cross Rates and the Non-Deliverable Cross Currency FX Transactions Supplement
  • Unscheduled Holidays, Disruption Events and Disruption Fallbacks
  • Master Confirmation Agreements
Ilene K. Froom, Partner, Reed Smith LLP
Olivia Wang, Executive Director, Legal Department, Fixed Income Division, Morgan Stanley

2:30 PM Afternoon Break

2:45 PM Credit Derivatives Products Vinod S. Aravind, Fabien Carruzzo

  • Credit default swaps: single-name and index
  • Reference Obligation and Standard Reference Obligation
  • CDS on sovereign debt
  • Credit events and regional variations
  • The ISDA Credit Derivatives Determinations Committee
  • Settlement methods and auctions
  • Credit Derivatives Physical Settlement Matrix
Vinod S. Aravind, Associate, Allen & Overy LLP
Fabien Carruzzo, Partner, Kramer Levin Naftalis & Frankel LLP

4:00 PM Commodity Derivatives Products Kevin Lee

  • Examples of transaction underlyers: Agriculture, Base and Precious Metals, Coal, Crude Oil, Emissions, Gas, Power
  • Forwards and options
  • Settlement conventions unique to underlying commodity and region (e.g., financial commodities, power, physical commodities)
  • Option exercise
  • Market Disruption Events and consequences
Kevin Lee, Associate, Teigland-Hunt LLP

5:00 PM Conference Concludes

Agenda is subject to change.

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ISDA Conference Center, 10 East 53rd Street (entrance on 52nd and 53rd Street), 8th Floor, New York, NY 10022, Phone: +1 (212) 901-6000. Please find a map to the venue here.

ISDA has a special rate available at the Omni Berkshire Place, 21 East 52nd Street, New York, NY 10022, +1 212-753-5800, located on the same block as the ISDA Conference Center.
For reservations online click here OR call the Reservation Center at +1 888-843-6664 and mention the International Swaps and Derivatives Association, Inc. (ISDA) special rate. ISDA’s special rate is based on availability at the time of booking.

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Vinod S. Aravind

Associate

Allen & Overy LLP

Fabien Carruzzo

Partner

Kramer Levin Naftalis & Frankel LLP

Ilene K. Froom

Partner

Reed Smith LLP

Kevin Lee

Associate

Teigland-Hunt LLP

Rafal A. Nowak

Managing Director and Senior Counsel, Deputy Head of Global Markets Americas Legal Group

Société Générale

Andrea O’Toole

Managing Counsel

Wells Fargo

Olga Roman, CFA

Director of Research

ISDA

Robert Stewart

Vice President and Assistant General Counsel

Bank of America Merrill Lynch

Olivia Wang

Executive Director, Legal Department, Fixed Income Division

Morgan Stanley

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

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.

Government Agencies and Financial Hardship Policy

Member $850 U.S.

Non-Member $975 U.S.

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Introductory

Basic knowledge of derivatives documentation is beneficial but not mandatory. 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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