The MLA (Modern Language Association) provides the following format to document a speech: name of the speaker, title of the speech in quotes, the hosting organization, location (specifying building and city), and the date. In the absence of a title, give an alternative codification such as "Address," or "Lecture." Separate each item with a period. Do not underline anything.
The APA (American Psychological Association) offers this format for citing speeches: name of the speaker (last, first.), title of the presentation within quotes (separating period within the final quote), organization or presenter followed by a period, location (city, and state if the city is lesser known) followed by a period, and finally the date in day, month (abbreviated), year (all digits) format ending with a period.
Documentation and quantifying of details is key when citing a speech. If some information is not available, consider another source for your information. Only use the speech as a source if you have enough requisite information for the citation to make it credible.