Additional Provisions for Fixed Recovery CDS Transactions

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(published September 24, 2010 for 2003 Definitions and September 15, 2014 for 2014 Definitions)

These Additional Provisions are designed to be used with the Credit Derivatives Physical Settlement Matrix and Confirmation to document Fixed Recovery CDS Transactions. These Transactions are Cash Settled using a pre-agreed “Final Price” following the occurrence of a Credit Event and satisfaction of the Conditions to Settlement.

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Additional Provisions for Fixed Recovery CDS Transactions

Additional Provisions for Fixed Recovery CDS Transactions

Free downloads for Additional Provisions for Fixed Recovery CDS Transactions (2)