Program Agenda
Program Recorded on April 15, 2021
A. Introduction and Welcoming Remarks – 5 Minutes
Monica Chiu, Senior Counsel, Asia Pacific, ISDA
B. Equity Derivatives Products – 2 Hours
- Underlying assets: single share, single index, basket of shares, basket of indices
- Total return and price return swaps
- Options, caps, floors, collars, call spreads
- Knock-out and knock-in events
- Accumulators and Autocallables
- Equity forwards including pre-paid variable forwards
- Volatility and variance swaps
- Introduction to ISDA documentation
- Valuation and Market disruption events
- Share and index adjustment events, including corporate actions, additional disruption events
- FX provisions in equity derivatives trades
Jing Cao, Vice President and Counsel, Société Générale
Karl Fey, Director and Senior Analyst, Harry Jho LLC
Ilene K. Froom, Partner, Reed Smith LLP
David Liebenstein, Director & Assistant General Counsel, Bank of America