Monoline Insurer Reference Entities

The purpose of this list is to gather and disseminate information as to the reference entity names that market participants believe to be monoline insurers which may be referenced as such in a standard credit default swap. ISDA members have advised that it is current market practice to refer to Schedule 2 to the Monoline Supplement Agreement published by ISDA on Feb 29, 2008, when attempting to identifying monoline reference entities. As Schedule 2 is a stagnant list, ISDA members have suggested that it would be helpful to prepare and publicize a revised list of names in order to provide market participants with an ongoing source for identifying former and current monoline reference entities.

Documents (1) for Monoline Insurer Reference Entities

Credit Derivatives Trading Activity Q2 2025

This report analyzes credit derivatives trading activity reported in Europe. The analysis shows European credit derivatives transactions based on the location of reporting venues (EU versus UK) and product type. The report also compares European-reported credit derivatives trading activity to...

Recognition of Cross-product Netting is Critical

US regulators are in the process of making important changes to the regulatory capital framework by proposing modifications to the enhanced supplementary leverage ratio, which should help stop it from acting as a non-risk-sensitive constraint on bank capacity – a...

ISDA, GFXD Response to FCA on SI Regime

On September 10, ISDA and the Global Foreign Exchange Division (GFXD) of the Global Financial Markets Association responded to the Financial Conduct Authority's (FCA) consultation paper CP25/20 on the systematic internalizer (SI) regime for derivatives and bonds. ISDA and the...