Fundamentals of Derivatives

Tuesday, January 28, 2020
ISDA Conference Center
New York

Member $850.00 U.S.

Non-Member $975.00 U.S.

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Tuesday, January 28, 2020

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8:15 AM Registration and Continental Breakfast

8:45 AM Introduction and Welcoming Remarks Olga Roman, CFA

Olga Roman, CFA, Director of Research, ISDA

9:00 AM Overview of Derivatives Products Olga Roman, CFA

  • 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
Olga Roman, CFA, Director of Research, ISDA
Additional Speakers to be Announced.

10:30 AM Morning Break

10:45 AM Interest Rate Derivatives Products Ilene K. Froom

  • 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 rates caps, floors, swaptions and straddles
    • Description
    • Terminology and convention
    • How options work
    • Basic option strategies
    • Basic valuation
    • Settlement methods
Ilene K. Froom, Partner, Reed Smith LLP
Additional Speakers to be Announced.

12:30 PM Luncheon

1:30 PM Credit Derivatives Products Fabien Carruzzo, Olga Roman, CFA

  • 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
Fabien Carruzzo, Partner, Kramer Levin Naftalis & Frankel LLP
Olga Roman, CFA, Director of Research, ISDA

3:00 PM Afternoon Break

3:15 PM Central Clearing

  • Overview of central clearing counterparties (CCPs)
  • Cleared vs. non-cleared derivatives products
  • Counterparty credit risk (netting, collateral, potential future exposure)
Speakers to be Announced.

4:15 PM Basics of Derivatives Documentation Ilene K. Froom

  • Derivatives Documentation Architecture
  • ISDA Master Agreements, including the Schedule and CSA
  • ISDA Definitions books
  • ISDA Protocols
Ilene K. Froom, Partner, Reed Smith 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 Place21 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 +1 800-843-6664 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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Fabien Carruzzo

Partner

Kramer Levin Naftalis & Frankel LLP

Ilene K. Froom

Partner

Reed Smith LLP

reedsmithllp

Olga Roman, CFA

Director of Research

ISDA

ISDAConferences

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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. To register your group, please email conferences@isda.org prior to the event.

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 ISDA CSA for VM courses taking place on January 28, 29 & 30 in NY. To receive this discount, email conferences@isda.org prior to registration. [Registrant must attend all 3 courses. Discount will be void if one or more of the registrations are cancelled]

Government Agencies and Financial Hardship Policy

Member $850.00 U.S.

Non-Member $975.00 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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Follow us on Twitter @isdaconferences for the latest on upcoming events. For general questions, including exhibition/sponsorship opportunities, conference topics or location suggestions contact us: conferences@isda.org | +1 212-901-6000