Introduction To Credit Derivatives

Thursday, March 14, 2024

Member US$275.00

Non-Member US$325.00

Register for Introduction To Credit Derivatives

Registration for this event will close 2 hours before the live broadcast


This is an ISDA Virtual Conference:

  • Event will be live on March 14, 2024 from 9:00 AM – 11:15 AM EST  |  Timezone Converter
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until April 14, 2024


Educational Credits

2 CLE Credit Hours Available (New York) Transitional and Non-Transitional

2 CPE Credit Hours Available

1.5 CPD Credit Hours Available (England and Wales)

Tags: , ,

Jump to Section:

Thursday, March 14, 2024

Print Agenda Introduction To Credit Derivatives for

9:00 AM Introduction and Welcoming Remarks Frederick O. Quenzer

Frederick O. Quenzer, Assistant General Counsel, ISDA

9:05 AM 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 2019 Narrowly Tailored Credit Event Supplement and the ISDA 2019 NTCE Protocol
  • Settlement methods and auctions
  • Credit Derivatives Physical Settlement Matrix
Vinod S. Aravind, Associate, Allen & Overy LLP
Fabien Carruzzo, Partner, Kramer Levin Naftalis & Frankel LLP
Additional Speakers to be Announced.

10:05 AM Break

10:15 AM Credit Derivatives Products (continued)

11:15 AM Virtual Conference Concludes

Agenda is subject to change.

Register Now for Introduction To Credit Derivatives
Back to Top

Vinod S. Aravind


Allen & Overy LLP

Fabien Carruzzo


Kramer Levin Naftalis & Frankel LLP


Frederick O. Quenzer

Assistant General Counsel



Back to Top

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

Member US$275.00

Non-Member US$325.00

Back to Top

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.

Back to Top


Follow us on LinkedIn and X for the latest on upcoming events.

For general questions, including exhibition/sponsorship opportunities, conference topics or location suggestions contact us: | +1 212-901-6000