New 2021 ISDA Interest Rate Definitions (Japanese Language)

2021年版 ISDAデリバティブ金利定義集について学ぶ

Friday, September 10, 2021
Online

Member US$275.00

Non-Member US$325.00

Register for New 2021 ISDA Interest Rate Definitions (Japanese Language)
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This conference will be conducted in Japanese. Presentation material will be in English or Japanese.

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

 

お申込みはライブ配信の2時間前に締め切ります。

このコンファレンスは、2021年9月10日(金)朝8:45から午後1時にオンラインでライブ配信されます。
お申込みされた方は、2021年10月10日まで録画を繰り返しご覧になれます。

 

This is a ISDA Virtual Conference :

  • Event will be live on Friday, September 10, 2021 from 8:45 AM – 1:00 PM JST
  • Miss part of the event or aren’t able to watch live? The recording will be available to registrants until October 10, 2021.

 

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Friday, September 10, 2021

Print Agenda New 2021 ISDA Interest Rate Definitions (Japanese Language) for

8:45 AM Introduction and Welcoming Remarks Tomoko Morita

Tomoko Morita, Senior Director and Head of Tokyo Office, ISDA

8:50 AM Structure of the 2021 ISDA Interest Rate Derivatives Definitions Motoyasu Fujita, Tomoko Morita

An overview of the structure of the definitional booklet, matrices and ancillary documentation, including an introduction to ISDA’s MyLibrary, the web-based user interface on which the definitional booklet has been published.

Motoyasu Fujita, Partner, Linklaters LLP
Tomoko Morita, Senior Director and Head of Tokyo Office, ISDA

9:15 AM Calculation Agent provisions and Days, Periods, Dates and Conventions Motoyasu Fujita, Kaori Horaguchi, Tomoko Morita

This session will discuss:

  • How the Calculation Agent’s standard has changed under the 2021 Definitions and what it means in practice, focusing on provisions in the 2021 Definitions which empower the parties to request more information or challenge determinations made by the Calculation Agent in relation to the Cash Settlement and Generic Fallback provisions.
  • The new concept of an ‘Unscheduled Holiday’ in relation to payment dates and period end dates as well as the new day count fractions that have been introduced into the 2021 Definitions and how Business Days are dealt with compared with the 2006 Definitions.
Motoyasu Fujita, Partner, Linklaters LLP
Kaori Horaguchi, Director, Japan Public Policy, ISDA
Tomoko Morita, Senior Director and Head of Tokyo Office, ISDA

10:00 AM Break

10:10 AM Floating Rate Options and Fallbacks Yosuke Unami, Toshiyuki Yamamoto

The way in which benchmarks are represented in the 2021 Definitions has changed from narrative to tabular format. This session will look at the reasons behind the changes and what it means in practice. The 2021 Definitions builds on the work recently undertaken for the 2006 ISDA Definitions in relation to fallbacks by introducing temporary non-publication, index cessation and administrator/benchmark events in order to improve contractual robustness. This session looks at the standardized and bespoke fallbacks included in the 2021 Definitions and acknowledgement regarding changes to benchmarks.

Yosuke Unami, Managing Associate, Capital Markets Group (Structured Finance & Derivatives), Linklaters
Toshiyuki Yamamoto, Counsel, Nishimura & Asahi

10:55 AM Break

11:00 AM Cash Settlement Provisions Kei Niinuma, Kaori Horaguchi

The Cash Settlement provisions in the 2006 Definitions have not kept pace with the evolution of the markets. The 2021 Definitions seek to provide more robust and less discretionary methodologies that better reflect modern practices.

Kei Niinuma, Counsel, Capital Markets Group (Structured Finance & Derivatives), Linklaters
Kaori Horaguchi, Director, Japan Public Policy, ISDA

11:50 AM Break

12:00 PM Implementation Tomoko Morita, Yutaka Imanishi, Shinichiro Itozaki, Takahiko Kaneko, Ken Nishimura

An implementation date of 4th October 2021 has been scheduled for use of the 2021 ISDA Definitions.  What does this mean for cleared and on-venue trades?  How will FpML and critical middleware be updated to facilitate their adoption?  What steps should market participants be taking in preparation?  What does it mean for the 2006 ISDA Definitions?

Moderator: Tomoko Morita, Senior Director and Head of Tokyo Office, ISDA
Yutaka Imanishi, Head of Japan, LCH
Shinichiro Itozaki, Senior Manager, Global Markets Engineering Division, Mitsubishi UFJ Morgan Stanley Securities Co., Ltd.
Takahiko Kaneko, Director, Strategic Planning Division and OTC Derivatives Clearing Service, Japan Securities Clearing Corporation (JSCC)
Ken Nishimura, Head of MarkitSERV Japan, IHS Markit

1:00 PM Conference Concludes

Agenda is subject to change.

Register Now for New 2021 ISDA Interest Rate Definitions (Japanese Language)
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Kei Niinuma

Counsel, Capital Markets Group (Structured Finance & Derivatives)

Linklaters

Motoyasu Fujita

Partner

Linklaters LLP

LinklatersLLP

Kaori Horaguchi

Director, Japan Public Policy

ISDA

Yutaka Imanishi

Head of Japan

LCH

Shinichiro Itozaki

Senior Manager, Global Markets Engineering Division

Mitsubishi UFJ Morgan Stanley Securities Co., Ltd.

Takahiko Kaneko

Director, Strategic Planning Division and OTC Derivatives Clearing Service

Japan Securities Clearing Corporation (JSCC)

Tomoko Morita

Senior Director and Head of Tokyo Office

ISDA

ISDAConferences

Ken Nishimura

Head of MarkitSERV Japan

IHS Markit

Yosuke Unami

Managing Associate, Capital Markets Group (Structured Finance & Derivatives)

Linklaters

Toshiyuki Yamamoto

Counsel

Nishimura & Asahi

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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

Member US$275.00

Non-Member US$325.00

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Introductory

Basic knowledge of derivatives is beneficial but not mandatory. Some knowledge of financial markets is assumed. No advance preparation is required.

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