Sub-Annex A – CRP Naming Convention

This document sets out the naming convention for how the Commodity Reference Prices (“CRPs”), as defined in Sub-Annex A of the 2005 ISDA Commodity Definitions, should be named to increase consistency and understandability. ISDA formalised the CRP naming convention as part of the effort to update Sub-Annex A with members of the ISDA Commodities Market Infrastructure Group and the FpML Cross Asset Product Group. This document may be updated from time to time.

Documents (1) for Sub-Annex A – CRP Naming Convention

Addressing Termination Troubles

When Enron announced a shock $618 million loss on October 16, 2001, it took a further 47 days until it filed for bankruptcy. For Bear Stearns, it took 266 days between its bailout of a structured credit fund run by...