Derivatives Products Overview

Wednesday, June 26, 2019
ISDA Conference Center
New York

Member $850 U.S.

Non-Member $975 U.S.

Register for Derivatives Products Overview
Event begins in:
days
1
0
hours
0
3
mins
0
9
secs
2
2

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

Olga Roman, CFA, Director of Research, ISDA

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
Fabien Carruzzo, Partner, Kramer Levin Naftalis & Frankel LLP
David G. Lucking, Partner, Allen & Overy LLP

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 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

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.


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.


2019 International Swaps and Derivatives Association, Inc.
ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc.