Tag: Credit Default Swaps (CDS)
2010 Standardisation Matrix / corresponding legend
Cross Asset Standardisation Matrix – 2011 templates
2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives
Documents (1) for Cross Asset Standardisation Matrix – 2011 templates
Standardisation Legend 2011- Credit- Final
2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives
Documents (1) for Standardisation Legend 2011- Credit- Final
2011 Credit Clearing Comparative Analysis: CCP Snap-Shot Matrices v1.0
For additional background, please see: http://www2.isda.org/news/credit-clearing-comparative-analysis-available
Documents (1) for 2011 Credit Clearing Comparative Analysis: CCP Snap-Shot Matrices v1.0
2011 Credit Clearing Comparative Analysis
For additional background, please see: http://www2.isda.org/news/credit-clearing-comparative-analysis-available
Documents (1) for 2011 Credit Clearing Comparative Analysis
Documents (1) for Clarification Pertaining to the Documentation of Recovery Lock Credit Derivative Transactions
Credit Derivatives Physical Settlement Matrix
Link to historical Matrix spreadsheets
Documents (30) for Credit Derivatives Physical Settlement Matrix
Credit Derivatives Physical Settlement Matrix
Link to historical Confirmations documents
Documents (1) for Credit Derivatives Physical Settlement Matrix
Credit Derivatives Physical Settlement Matrix
2005 Matrix Supplement