Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures

The counterparty credit risk exposure of 12 US bank holding companies and international banking companies to monoline insurers has led to some $54 billion in write-downs by the banks since 2007. ISDA conducted this study as part of its examination into the losses incurred in the US banking system due to counterparty defaults on OTC derivatives. An earlier paper on the subject (below, dated August 5, 2011), showed such losses for US banks amounted to only $2.7 billion from 2007 through the first quarter of 2011. After further investigation, it became apparent that the transactions involving subprime mortgage risk taken in synthetic form (via derivatives) were booked in firms outside the US banking system.

Documents (1) for Counterparty Credit Risk Management in the US Over-the-Counter (OTC) Derivatives Markets, Part II: A Review of Monoline Exposures

CDS Governance Committee Public Consultation

ISDA is pleased to present the proposed Charter for the Credit Derivatives Governance Committee and accompanying DC Rule changes to implement. Pursuant to the announcement made in 2024, an ISDA working group formed from ISDA’s Credit Steering Committee has worked...

TD Securities Integrates ISDA Create

ISDA has announced that TD Securities has completed its integration of ISDA Create across its global suite of client trading and regulatory agreements. Powered by CreateiQ and S&P Global Market Intelligence, ISDA Create allows users to digitally transform the trading...

ISDA to Extend DRR to cover MIFID/MIFIR Reporting

ISDA has announced it will extend the ISDA Digital Regulatory Reporting (ISDA DRR) solution to cover reporting requirements under the EU and UK Markets in Financial Instruments Directive (MIFID) and Markets in Financial Instruments Regulation (MIFIR), and is working with...