SwapsInfo Third Quarter 2017 Review
The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and index credit... Read more SwapsInfo Third Quarter 2017 Review
Tag: Credit Derivatives
ISDA Publishes Venezuela Additional Provisions Protocol
ISDA Publishes Venezuela Additional Provisions Protocol NEW YORK, October 11, 2017 – The International Swaps... Read more ISDA Publishes Venezuela Additional Provisions Protocol
Documents (1) for ISDA Publishes Venezuela Additional Provisions Protocol
ISDA Comments on Recent Developments on Determinations Committees Secretary Transition
NEW YORK, October 6, 2017 – The International Swaps and Derivatives Association, Inc. (ISDA) announced... Read more ISDA Comments on Recent Developments on Determinations Committees Secretary Transition
Documents (1) for ISDA Comments on Recent Developments on Determinations Committees Secretary Transition
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
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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