Introduction To Equity Derivatives
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This is a pre-recorded Virtual Conference
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Recording available until January 24, 2025
This is a pre-recorded ISDA Virtual Conference:
- This is a recording of the Introduction to Equity Derivatives virtual conference which took place on November 12, 2024
- Registrants will have access to the recording until 5:30 PM EST, January 24, 2025
- After submitting your registration, you will receive a confirmation email with a link to view the documents and recording
Tuesday, November 12, 2024
Print Agenda Introduction To Equity Derivatives for9:00 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