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Derivatives Products Overview

7.5 CLE Credit Hours Available (New York)

Transitional and Nontransitional Credit

 

7.5 CPE Credit Hours Available


Tuesday, September 26, 2017
Global Financial Conference Center
New York

PROGRAM AGENDA

8:15 AM

 

Registration and Continental Breakfast

 

 

 

9:00 AM

 

Introduction and Welcoming Remarks

 

 

Yani Martes, Assistant General Counsel, ISDA

 

 

 

9:15 AM

 

Interest Rate Products

 

 

  • Floating rate options
  • Interest rate swaps
  • Caps, floors and collars
  • Compounding in swaps
  • Swaptions and straddles
  • Optional and mandatory exercise rights
  • Options: Automatic exercise, exercise styles and settlement methods
  • Negative interest amounts
  • ISDA Matrices and ISDA Supplements

 

 

 Ilene K. Froom, Partner, Reed Smith LLP
Alex van Voorhees,
Assistant General Counsel, Bank of America Merrill Lynch

 

 

 

10:45 AM

 

Morning Break

 

 

 

11:00 AM

 

Equity Derivatives Products

 

 

  • Underlying assets: single share, single index, basket of shares, basket of indices
  • Options, caps, floors and collars
  • Pre-paid variable forwards
  • Total return swaps
  • FX provisions in equity derivatives trades
  • Volatility and variance swaps
  • Knock-out and knock-in events
  • Documentation

 

 

Seth L. Bloom, Counsel, Purrington Moody Weil LLP
Gary M. Rosenblum, Managing Director and Associate General Counsel, 
         
Bank of America Merrill Lynch
Robert Stewart,Vice President and Assistant General Counsel, Bank of America Merrill Lynch

 

 

 

12:30 PM

 

Luncheon

 

 

 

1:30 PM

 

Foreign Exchange Products

 

 

  • 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 options
  • Cross Rates and the Non-Deliverable Cross Currency FX Transactions Supplement
  • Unscheduled Holidays, Disruption Events and Disruption Fallbacks
  • Master Confirmation Agreements

 

 

Ilene K. Froom, Partner, Reed Smith LLP
Olivia Wang, Executive Director, Legal Department, Fixed Income Division, Morgan Stanley

 

 

 

2:30 PM

 

Afternoon Break

 

 

 

2:45 PM

 

Credit Derivatives Products

 

 

  • Credit default swaps: single name and index
  • Reference Obligation and Standard Reference Obligation
  • CDS on sovereign debt
  • Credit events and regional variations
  • The ISDA Credit Derivatives Determinations Committee
  • Settlement methods and auctions
  • Credit Derivatives Physical Settlement Matrix

 

 

Fabien Carruzzo, Partner, Kramer Levin Naftalis & Frankel LLP
Vinod S. Aravind, Associate, Allen & Overy LLP

 

 

 

4:00 PM

 

Commodity Derivatives Products

 

 

  • Examples of transaction underlyers: Agriculture, Base and Precious Metals, Coal, Crude Oil, Emissions, Gas, Power
  • Forwards and options
  • Settlement conventions unique to underlying commodity and region (e.g., financial commodities, power, physical commodities)
  • Option exercise
  • Market Disruption Events and consequences

 

 

Kari S. Larsen, Counsel, Reed Smith LLP
Simon L. Snyder, Associate, Teigland-Hunt LLP

 

 

 

5:00 PM

 

Conference Concludes

 


Agenda is subject to change

- REGISTRATION FEE* -
$ 850 U.S. (member) / $ 975 U.S. (non-member)
*The invoice total must be paid in full - registration fees are net of tax and wire transfer fees are not included.

We suggest registering at least two weeks in advance to ensure your seat.

Please click here for the Conference Registration Form.

 

Global Financial Conference Center, 360 Madison Avenue (entrance on 45th Street), 17th Floor, New York, NY 10017 Phone: (212) 901-6000.  Please find a map to the venue here.


 

 


For more information regarding conferences or exhibition opportunities, please contact the ISDA conference department

at +1 212-901-6000  or e-mail conferences@isda.org