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
Latest
Response to FASB on KPIs for Business Entities
On April 30, ISDA submitted a response to the Financial Accounting Standards Board’s (FASB) proposal on financial key performance indicators (KPIs) for business entities. In the response, ISDA addressed the implications of KPI standardization, its potential impact on financial reporting...
Updated OTC Derivatives Compliance Calendar
ISDA has updated its global calendar of compliance deadlines and regulatory dates for the over-the-counter (OTC) derivatives space.
Response on Commodity Derivatives Markets
On April 22, ISDA and FIA submitted a joint response to the European Commission’s (EC) consultation on the functioning of commodity derivatives markets and certain aspects relating to spot energy markets. In addition to questions on position management, reporting and...
Episode 50: The Value of Derivatives
A new report from ISDA shows that companies all over the world use derivatives to alleviate uncertainty, transfer risk and enhance profitability. ISDA discusses the findings with Boston Consulting Group’s Roy Choudhury. Please view this page via Chrome to access...