ISDA®
INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.

NEWS RELEASE

For Immediate Release Wednesday, February 07,  2007

For More Information, Please Contact:

Louise Marshall, ISDA New York, 212-901-6000, lmarshall@isda.org

 

ISDA Welcomes Second Circuit’s Decision on Credit Derivatives

 

NEW YORK, Wednesday, February 07, 2007 The International Swaps and Derivatives Association (ISDA) said today that it welcomed the decision of the United States Court of Appeals for the Second Circuit to overturn a 2006 district court ruling on a case between Aon Financial Products and Société Générale concerning a credit default swap contract on the Republic of the Philippines.

 

According to the Second Circuit opinion, the earlier lower court ruling had incorrectly assumed an economic connection between two credit default swaps that Aon had entered into separately with two counterparties, Société Générale and Bear Stearns. The Second Circuit court upheld the distinct economics of the two contracts in overturning the district court decision.

 

“The Second Circuit opinion sets forth a clear-sighted appraisal of this case, upholding the principles of the ISDA documentation,” said Robert Pickel, Executive Director and Chief Executive Officer, ISDA. “Legal certainty in the use of ISDA documentation enables efficient growth and reduces risk in the credit default swaps business. The lower court ruling undermined this legal certainty by misconstruing the contractual obligations.”

 

In May 2006, ISDA supplied a Brief of Amicus Curiae in support of Société Générale.  The brief was prepared by Cadwalader Wickersham & Taft and is available on ISDA’s website.

 

Note to Editors

The Second Circuit Court found that the earlier lower court ruling had incorrectly assumed an economic connection between trades that Aon had entered into separately with Société Générale and with Bear Stearns, where Aon was respectively a buyer of protection on a Republic of Philippines bond and a seller of protection on a surety bond issued by the Government Service Insurance System (GSIS), an agency of the Philippine Government. Furthermore, the lower court determined in error that Société Générale should make a payment to Aon on the Republic of Philippines contract by virtue of the fact that GSIS had defaulted and therefore Aon owed payment to Bear Stearns.

 

About ISDA

ISDA, which represents participants in the privately negotiated derivatives industry, is the largest global financial trade association, by number of member firms. ISDA was chartered in 1985, and today has over 750 member institutions from 54 countries on six continents. These members include most of the world's major institutions that deal in privately negotiated derivatives, as well as many of the businesses, governmental entities and other end users that rely on over-the-counter derivatives to manage efficiently the financial market risks inherent in their core economic activities. Information about ISDA and its activities is available on the Association's web site: www.isda.org.


®ISDA is a registered trademark of the International Swaps & Derivatives Association, Inc.