Credit Derivatives / Credit Default Swaps

This section catalogues ISDA’s work across the credit derivatives space:  documentation, public policy, market structure, market practices, research and other areas.

Key links

Definitions, Matrices and ISDA Library page

Credit Derivatives Initiatives

 

Links to documentation, matrices, best practice statements, guidance notes, FAQs, memorandums and other useful material pertaining to the Credit Derivatives on the Market Infrastructure and Technology page:

As with all market information and guidance that ISDA disseminates, parties are free to choose alternate means of addressing the event. Each market participant remains responsible for considering its own documentation and the specific terms of its own trades and forming its own conclusion on the proper interpretation of events.

ISDA & EMTA Publish New FX Definitions

ISDA and EMTA, Inc., the trade association for emerging markets, have jointly published a revised set of standard definitions for foreign exchange (FX) derivatives transactions, which update key market practices and consolidate various FX and FX-related product templates and provisions...

ISDA Position Paper on SFDR Review

On February 27, ISDA and the Association for Financial Markets in Europe (AFME) published a position paper on the European Commission’s (EC) proposed revisions to the Sustainable Finance Disclosure Regulation (SFDR 2.0). The paper welcomes the EC’s proposal as a...