Dividend Recovery Event Model Language

To experience the full functionality of the ISDA website, it is necessary to enable Javascript in your browser.
Here are instructions on how to enable JavaScript in your web browser.

Login

Forgot your password?

Don't have an account? Sign Up Now

Reset your password

Sign Up

Business Details

Business Email *

Company *

Job Title *

Department *

Personal Information

Prefix

First Name *

Middle Name

Last Name *

Suffix

Primary Areas of Interest

Work Contact Information

Address Line 1 *

Address Line 2

Address Line 3

City *

Country *

State / Province

Postal Code *

Telephone *

Fax

Already have an account? Login.

(published on January 17, 2023)

This model language enables parties transacting an Index Swap Transaction (as defined in the Equity Definitions) under the 2002 ISDA Equity Derivatives Definitions (the “Equity Definitions”), where the underlying index is a total return index and the Type of Return (as defined in the Equity Definitions) is specified as Price Return (as defined in the Equity Definitions), to provide for the consequence if certain events occur in respect of a declared dividend by an issuer of the underlying component securities of the Index.

Free downloads for Dividend Recovery Event Model Language (1)

Dividend Recovery Event Model Language (docx)