ISDA®
INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION, INC.

NEWS RELEASE

For Immediate Release Thursday, June 8,  2006

For More Information, Please Contact:

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

 

 

 

ISDA Publishes Loan Only CDS Document

 

 

NEW YORK, Thursday, June 8, 2006 The International Swaps and Derivatives Association (ISDA) has announced the launch of a documentation template for credit default swaps referencing loans.

 

The Syndicated Secured Loan Credit Default Swap Template is designed to document credit default swap transactions where the reference obligation is a syndicated secured loan and the deliverable obligations are also syndicated secured loans. The form is primarily intended for use in the U.S. market. It is available at ISDA’s website (www.isda.org).

 

The template is for use in conjunction with a Physical Settlement Terms rider, which is published by the Loan Syndication and Trading Association (LSTA) and which can be accessed at www.lsta.org.

 

“The practice of referencing syndicated loans as underliers in credit default swap transactions is an increasingly popular application of the credit derivative product,” said Robert Pickel, Chief Executive Officer and Executive Director, ISDA. “ISDA is delighted to have been able to work with the LSTA to help standardize that practice in a manner consistent with derivative and loan market conventions.”

 

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 700 member institutions from 50 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.