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