ISDA Virtual Conference: Introduction To FX & Credit Derivatives

Tuesday, August 11, 2020
Online

Member US$275.00

Non-Member US$325.00

Register for ISDA Virtual Conference: Introduction To FX & Credit Derivatives
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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 August 11 from 9:00 AM - 12:00 PM EST  |  Timezone Converter
  • Miss part of the event or aren't able to watch live? The recording will be available to registrants until September 11, 2020

The conference will be broadcast via GoToWebinar. Please click here to check your system requirements to ensure you are able to join this event: https://support.goto.com/webinar/system-check-attendee

 

Educational Credits

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

3 CPE Credit Hours Available (England and Wales)

2.5 CPD Credit Hours Available (England and Wales)

Print Agenda ISDA Virtual Conference: Introduction To FX & Credit Derivatives for

9:00 AM Introduction and Welcome Remarks Megan O’Flynn

Megan O’Flynn, Assistant General Counsel, ISDA

9:05 AM Credit Derivatives Products Fabien Carruzzo, David G. Lucking, Frederick O. Quenzer

  • 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
  • The ISDA Credit Derivatives Determinations Committee
  • Settlement methods and auctions
Fabien Carruzzo, Partner, Kramer Levin Naftalis & Frankel LLP
David G. Lucking, Partner, Allen & Overy LLP
Frederick O. Quenzer, Assistant General Counsel, ISDA

9:50 AM Break

10:00 AM Credit Derivatives Products (continued) Fabien Carruzzo, David G. Lucking, Frederick O. Quenzer

  • 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
  • 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
Frederick O. Quenzer, Assistant General Counsel, ISDA

10:45 AM Break

10:55 AM Foreign Exchange Products Ilene K. Froom

  • The 1998 FX and Currency Option Cross-Currency Swaps Definitions and Annex A thereto
  • Cross-Currency Swaps
  • Non-deliverable and deliverable forwards
  • Non-deliverable and deliverable currency options
  • Unscheduled Holidays, Disruption Events, Cumulative Events and Disruption Fallbacks
  • Master Confirmation Agreements
  • Cross Rates and the Non-Deliverable Cross-Currency FX Transactions Supplement
Ilene K. Froom, Partner, Reed Smith LLP
Additional Speakers to be Announced.

12:00 PM Conference Concludes

Agenda is subject to change.


Venue Location:


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