Credit Derivatives

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Additional Provisions for Optional Early Termination (CDS on ABS)

(published December 8, 2006) These Additional Provisions for Optional Early Termination are intended for use... Read more

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Additional Provisions for Optional Early Termination (CDS on ABS) (pdf)

Credit Derivative Transaction on Asset-Backed Security (Cash or Physical Settlement)

The Credit Derivative Transaction on Asset Backed Security template is designed for use with Reference... Read more

Free downloads (3) for Credit Derivative Transaction on Asset-Backed Security (Cash or Physical Settlement)

Recovery Lock Credit Derivative Transaction—Superseded

(This document is superseded by the Additional Provisions for Recovery Lock Credit Derivative Transactions (March... Read more

Free downloads (1) for Recovery Lock Credit Derivative Transaction—Superseded

Recovery Lock Template (doc)

Letter Agreement Relating to Notice Delivery Methods

(published February 7, 2006) This letter agreement, if parties choose to enter into it, allows... Read more

Free downloads (1) for Letter Agreement Relating to Notice Delivery Methods

Letter Agreement Relating to Notice Delivery Methods (doc)

Timeline for the Physical Settlement of a Credit Derivative Transaction Following a Credit Event

(published February 7, 2006) This timeline is a summary of certain settlement procedures set forth... Read more

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Timeline for the Physical Settlement of a Credit Derivative Transaction Following a Credit Event (pdf)

Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations

(published December 21, 2005) The Additional Provisions for the Argentine Republic may be incorporated into... Read more

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Additional Provisions for the Argentine Republic: Excluded Obligations and Excluded Deliverable Obligations (pdf)

Credit Derivative Transaction on Asset-Backed Security with Pay-As-You-Go Settlement (Form II)

(published December 19, 2005) The Credit Derivative Transaction on Asset-Backed Security with Pay-As-You-Go Settlement (Form... Read more

Free downloads (1) for Credit Derivative Transaction on Asset-Backed Security with Pay-As-You-Go Settlement (Form II)

Credit Derivative Transaction on Asset-Backed Security with Pay-As-You-Go Settlement (Form II) (doc)

Additional Provisions for Constant Maturity Credit Default Swaps

These Additional Provisions may be used in place of the standard provisions of Section 2... Read more

Free downloads (1) for Additional Provisions for Constant Maturity Credit Default Swaps

Additional Provisions for Constant Maturity Credit Default Swaps (doc)

Credit Derivative Transaction on Asset-Backed Security With Pay As You Go or Physical Settlement (Dealer Form)—Superseded

(This form, published on June 21, 2005, is superseded by the January 23, 2006 publication)... Read more

Free downloads (1) for Credit Derivative Transaction on Asset-Backed Security With Pay As You Go or Physical Settlement (Dealer Form)—Superseded

Dealer Form (doc)

2005 Matrix Supplement

(published March 7, 2005) The 2005 Matrix Supplement amends the 2003 ISDA Credit Derivatives Definitions... Read more