Memorandum on the recommendation to reduce the frequency of single-name CDS rolls

This note has been prepared by ISDA’s Credit Steering Committee (the “CSC”) to explain the CSC’s recommendation for reducing the frequency with which single-name CDS transactions roll to the new ‘on-the-run’ contract, an amendment from a quarterly frequency to a semiannual frequency.

Documents (1) for Memorandum on the recommendation to reduce the frequency of single-name CDS rolls

ISDA Presents Lock-Up Agreement Proposal

ISDA is pleased to present the proposed Lock-Up Agreements and CDS – Proposed Auction Solution. “Lock-Up Agreements” are market-wide arrangements, broadly standardized and predominantly integrated with court sanctioned restructuring or bankruptcy processes. Numerous end users will sign material Lock-Up Agreements...

Key Trends in OTC Derivatives Market H2 2024

The latest data from the Bank for International Settlements (BIS) over-the-counter (OTC) derivatives statistics shows a modest increase in notional outstanding during the second half of 2024 compared to the same period in 2023. Notional outstanding for interest rate, foreign...