Introduction To Equity Derivatives

Tuesday, November 12, 2024
Online

Member US$350.00

Non-Member US$400.00

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

 

This is an ISDA Virtual Conference:

  • Event will be live on November 12, 2024 from 9:00 AM - 1:30 PM EST |  Timezone Converter
  • Miss part of the event or aren't able to watch live? The recording will be available to registrants until December 12, 2024

 

Educational Credits

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

4.5 CPE Credit Hours Available

4 CPD Credit Hours Available (England and Wales)

Print Agenda Introduction To Equity Derivatives for

9:00 AM Introduction and Welcoming Remarks Monica Chiu

Monica Chiu, Senior Counsel, Asia Pacific, ISDA

9:05 AM Equity Derivatives Products Miller Brownstein, Michael A. Caravella, Michelangelo de Marzio, Doug Shaw

  • Equity Swaps: total return and price return swaps
  • Equity Options: call options, put options, valuation and payoffs, put/calls combos
  • Equity Collars
  • Equity Forwards
  • Equity Forwards, including pre-paid variable forwards
Miller Brownstein, Director and Assistant General Counsel, Bank of America
Michael A. Caravella, Director and Associate General Counsel, Citi
Michelangelo de Marzio, Director, Derivatives Product Management, ISDA
Doug Shaw, Partner, Linklaters LLP

10:15 AM Break

10:20 AM Equity Derivatives Products (Continued) Ilene K. Froom, Michelangelo de Marzio

  • Knock-out and knock-in transactions
  • Accumulators
  • Autocallables
  • Volatility and variance swaps
Ilene K. Froom, Partner, Faegre Drinker Biddle & Reath LLP
Michelangelo de Marzio, Director, Derivatives Product Management, ISDA

10:45 AM Introduction to ISDA Equity Derivatives Documentation Miller Brownstein, Monica Chiu

  • ISDA equity derivatives documentation structure
  • Master equity confirmation agreements
  • Valuation and Market Disruption Events
  • Market Closure InfoHub
Miller Brownstein, Director and Assistant General Counsel, Bank of America
Monica Chiu, Senior Counsel, Asia Pacific, ISDA

11:20 AM Break

11:25 AM Introduction to ISDA Equity Derivatives Documentation (Continued) Peter Petraro, Doug Shaw

  • Share Extraordinary Events, including corporate actions
  • Potential Adjustment Events
  • Index adjustment events
  • Additional Disruption Events
Peter Petraro, Partner, Equity Derivatives, Jones Day
Doug Shaw, Partner, Linklaters LLP

12:05 PM Enhancing ISDA Equity Derivatives Documentation Ilene K. Froom, Doug Shaw

  • ISDA Equity Derivatives Clause Library
Ilene K. Froom, Partner, Faegre Drinker Biddle & Reath LLP
Doug Shaw, Partner, Linklaters LLP

12:25 PM Break

12:30 PM Enhancing ISDA Equity Derivatives Documentation (Continued) Michelangelo de Marzio, Peter Petraro, Doug Shaw

  • ISDA Equity Derivatives Clause Library (continued)
  • 2002 ISDA Equity Derivatives Definitions (Versionable Edition)
  • Industry Adoption of the Equity Definitions VE
Michelangelo de Marzio, Director, Derivatives Product Management, ISDA
Peter Petraro, Partner, Equity Derivatives, Jones Day
Doug Shaw, Partner, Linklaters LLP

1:30 PM Conference Concludes

Agenda is subject to change.


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