Some Thoughts on Noble
Credit events in the credit derivatives market often spark a lot of debate, but the... Read more Some Thoughts on Noble
Tag: Credit Derivatives
Documents (1) for Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event
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