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Small Bang Protocol

ISDA has published a further Supplement (the “Restructuring Supplement”) to the 2003 ISDA Credit Derivatives… Read more Small Bang Protocol

Revised 2005 Delphi CDS Index Protocol

The Revised 2005 Delphi CDS Index Protocol (the “Protocol”) relates to settlement issues concerning Delphi… Read more Revised 2005 Delphi CDS Index Protocol

2012 ISDA U.S. Municipal Reference Entity Protocol

The 2012 ISDA U.S. Municipal Reference Entity Supplement to the 2003 ISDA Credit Derivatives Definitions… Read more 2012 ISDA U.S. Municipal Reference Entity Protocol

2007 iTraxx® Europe Maximum Deliverable Amount Protocol

2007 iTraxx® Europe Maximum Deliverable Amount Protocol (the “Protocol”) Capitalised terms used in this explanation have… Read more 2007 iTraxx® Europe Maximum Deliverable Amount Protocol

Second ISDA Japan Calculation Agent City Protocol

The goal of the Second ISDA Japan Corporate Calculation Agent City Protocol the (“Second Protocol”)… Read more Second ISDA Japan Calculation Agent City Protocol

ISDA European Variance Swap Protocol

The ISDA European Variance Swap Protocol (the “Protocol”) is a tool to upgrade either the… Read more ISDA European Variance Swap Protocol

2009 Rouse and Chemtura Protocols

REVISED 2009 CHEMTURA ENTITIES CDS PROTOCOL AND 2009 ROUSE CDS PROTOCOL The Revised 2009 Chemtura… Read more 2009 Rouse and Chemtura Protocols