Derivatives Products Overview

Wednesday, June 26, 2019
ISDA Conference Center
New York

Member $850 U.S.

Non-Member $975 U.S.

Event begins in:

Educational Credits

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

7.5 CPE Credit Hours Available

Print Agenda Derivatives Products Overview for

8:15 AM Registration and Continental Breakfast

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

9:15 AM Credit Derivatives Products Fabien Carruzzo, David G. Lucking

  • 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

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

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

2:30 PM Afternoon Break

2:45 PM 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

4:00 PM Commodity Derivatives Products Fabien Carruzzo, 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

5:00 PM Conference Concludes

Agenda is subject to change.

Venue Location:

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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