Monoline Insurer Reference Entities

The purpose of this list is to gather and disseminate information as to the reference entity names that market participants believe to be monoline insurers which may be referenced as such in a standard credit default swap. ISDA members have advised that it is current market practice to refer to Schedule 2 to the Monoline Supplement Agreement published by ISDA on Feb 29, 2008, when attempting to identifying monoline reference entities. As Schedule 2 is a stagnant list, ISDA members have suggested that it would be helpful to prepare and publicize a revised list of names in order to provide market participants with an ongoing source for identifying former and current monoline reference entities.

Documents (1) for Monoline Insurer Reference Entities

ISDA Publishes FpML Version 5.14

ISDA has published a new version of its Financial products Markup Language (FpML), a widely used open-source standard for the electronic dealing and processing of derivatives transactions. The latest iteration – version 5.14 – incorporates several key modifications and updates...

Accounting for Tokenized Assets as Collateral

The use of tokenized assets as collateral for derivatives and securities financing transactions (SFTs) is emerging as a significant development in global capital markets. Financial institutions are increasingly evaluating tokenized representations of money market funds, government securities and other high-quality...