ISDA’s analysis of credit default swap (CDS) market size and structure reveals that market risk transfer activity (MRTA) in single-name CDS has been steady since 2016. The analysis also shows that the universe of single-name CDS with MRTA remains large. Over 500 names generated MRTA in each quarter over the past five and a half years. At the same time, MRTA is rather concentrated – 27 names account for about 45% of total single-name CDS MRTA. Meanwhile, MRTA in index CDS leveled off in 2016, and has been on an upward trend since the beginning of 2017.
This analysis explores credit derivatives market size from the start of 2014 until the middle of 2019, using data from the Depository Trust & Clearing Corporation Trade Information Warehouse.
Documents (1) for Global Credit Default Swaps Market Study
Latest
SwapsInfo Expands to Include European CDS Activity
ISDA has expanded its SwapsInfo derivatives database and website to include European credit default swaps (CDS) trading activity, creating a more comprehensive picture of derivatives trading in the EU, UK and US. The new data includes EU and UK index...
Credit Derivatives Trading in EU, UK and US
ISDA is expanding its SwapsInfo dataset to include European credit derivatives trading activity, complementing existing research on credit default swaps (CDS) trading in the US. This addition provides a more comprehensive view of global market trends, offering valuable insights into...
ISDA submits paper on OTC derivatives identifier
On March 11, ISDA submitted a paper to the European Securities and Markets Authority (ESMA) setting out its view on how the delegated act specifying the identifying reference data to be used for over-the-counter (OTC) derivatives transparency under the Markets...
India Derivatives Forum: Scott O'Malia Remarks
ISDA India Derivatives Markets Forum March 11, 2025 Opening Remarks Scott O’Malia, ISDA Chief Executive Good morning and welcome to the India Derivatives Markets Forum. It’s great to hold this event in Mumbai for the second time and to...