Introduction To Equity Derivatives
Tuesday, November 12, 2024Online
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)
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
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
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
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
Doug Shaw, Partner, Linklaters LLP
12:05 PM Enhancing ISDA Equity Derivatives Documentation Ilene K. Froom, Doug Shaw
- ISDA Equity Derivatives Clause Library
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
Peter Petraro, Partner, Equity Derivatives, Jones Day
Doug Shaw, Partner, Linklaters LLP
1:30 PM Conference Concludes
Agenda is subject to change.