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  3. Memorandum on the recommendation to reduce the frequency of single-name CDS rolls

Memorandum on the recommendation to reduce the frequency of single-name CDS rolls

Asset Classes
Credit July 8, 2015
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This note has been prepared by ISDA’s Credit Steering Committee (the “CSC”) to explain the CSC’s recommendation for reducing the frequency with which single-name CDS transactions roll to the new ‘on-the-run’ contract, an amendment from a quarterly frequency to a semiannual frequency.

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