Tag: Credit Derivatives
Single-name Credit Default Swaps: Review of Empirical Academic Literature
Single-name credit default swaps (“CDSs”) are derivatives based on the credit risk of a single... Read more Single-name Credit Default Swaps: Review of Empirical Academic Literature
Documents (2) for Single-name Credit Default Swaps: Review of Empirical Academic Literature
Documents (1) for ISDA Credit Steering Committee Statement ~ Norske Skogindustrier ASA spin-off CDS
Updated FAQ: Amend Single Name On-The-Run Frequency
ISDA continues to work with its members to finalize materials that will provide transparency for... Read more Updated FAQ: Amend Single Name On-The-Run Frequency
Documents (1) for Updated FAQ: Amend Single Name On-The-Run Frequency
FAQ: Amend Single Name On-The-Run Frequency
ISDA continues to work with its members to finalize materials that will provide transparency for... Read more FAQ: Amend Single Name On-The-Run Frequency
Documents (1) for FAQ: Amend Single Name On-The-Run Frequency
Industry Implementation Considerations
This document has been prepared by ISDA to assist its members in highlighting some potential... Read more Industry Implementation Considerations
Documents (1) for Industry Implementation Considerations
Memorandum on the recommendation to reduce the frequency of single-name CDS rolls
This note has been prepared by ISDA’s Credit Steering Committee (the “CSC”) to explain the... Read more Memorandum on the recommendation to reduce the frequency of single-name CDS rolls
Documents (1) for Memorandum on the recommendation to reduce the frequency of single-name CDS rolls
Documents (1) for Guidance for Confirmation of Bespoke Tranched Transactions that Include Reference Entities Excluded from the ISDA 2014 Credit Derivatives Definitions Protocol
Documents (1) for Best Practices for Single-name Credit Default Swap Confirmations Regarding Reference Obligation or Standard Reference Obligation
ISDA Announces Updated Implementation Date for 2014 ISDA Credit Derivatives Definitions
Press Release