ISDA®
INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.

NEWS RELEASE

For Immediate Release, Tuesday, May 19, 2009

For More Information, Please Contact:

Cesaltine Gregorio, ISDA New York, +1 212-901-6019, cgregorio@isda.org

Deirdre Leahy, ISDA New York, +1 212-901-6021, dleahy@isda.org

Donna Chan, ISDA Hong Kong, +852 2200 5906, dchan@isda.org 

 

 

ISDA Publishes Wind Event Swap Confirmation Documentation

 

 

NEW YORK, Tuesday, May 19, 2009 – The International Swaps and Derivatives Association, Inc. (ISDA) today announced the publication of the ISDA US Wind Event Confirmation template, which standardizes natural catastrophe swaps referencing US Wind Events.

 

The template enables users to hedge against losses from natural catastrophes or to gain exposure to new risk taking opportunities. The document applies to US wind events but can be used by counterparties globally.

 

"The benefits of standardized documentation are well established and working with our members to standardize documentation is one of ISDA's central goals," said Katherine Darras, General Counsel, Americas, ISDA. "Standardizing natural catastrophe swaps is yet another step forward by ISDA toward greater transparency and certainty in the OTC industry." 

 

The ISDA US Wind Event Confirmation facilitates, among other things, increased pricing transparency and product liquidity to a rapidly increasing market as well as increasing certainty and reducing ambiguity around terms. The template provides standard definitions for key terms such as Risk Period, Extension Threshold, Termination Date and a menu of standardized choices for USA Wind Event. It is anticipated that the template will be utilized by insurance market participants, investors and corporate end users.

 

The Wind Event Swap Confirmation documentation is available at www.isda.org.

 

About ISDA

ISDA, which represents participants in the privately negotiated derivatives industry, is among the world’s largest global financial trade associations as measured by number of member firms. ISDA was chartered in 1985, and today has over 820 member institutions from 57 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.


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