Credit Derivatives Physical Settlement Matrix and Confirmation

(Most Recent Version September 16, 2020)

For Matrix spreadsheets, please go here.

Following documents have been superseded by the above Credit Derivative Physical Settlement Matrix

 

2004 Sovereign Master Credit Derivatives Confirmation Agreement—Superseded

(This form was superseded by the Credit Derivatives Physical Settlement Matrix)

The 2004 Sovereign Master Credit Derivatives Confirmation was published on August 13, 2004 and is intended to be used for Asia, Emerging European and Middle Eastern, Japan, Latin American and Western European Transaction Types. The Master Confirmation aims to streamline the confirmations process and incorporates the 2003 ISDA Credit Derivatives Definitions and the May 2003 Supplement. A General Terms Confirmation and Transaction Supplement is also offered.

 

2003 Sovereign Master Credit Derivatives Confirmation Agreement—Superseded

(This form, published on December 23, 2003, has been superseded by the 2004 Sovereign Master Credit Derivatives Confirmation Agreement)

 

2003 Master Credit Derivatives Confirmation Agreement (European-North American)—Superseded

(This document is superseded by the Credit Derivatives Physical Settlement Matrix)

The Master Credit Derivatives Confirmation (the “Master Confirmation”) was published in June 2003 and is intended to be used for North American and European Transactions. The Master Confirmation aims to streamline the confirmations process and incorporates the 2003 ISDA Credit Derivatives Definitions and the May 2003 Supplement. A General Terms Confirmation and Transaction Supplement is also offered.

 

2003 Master Credit Derivatives Confirmation Agreement (Asia-Pacific)—Superseded

(This document is superseded by the Credit Derivatives Physical Settlement Matrix)

The Master Credit Derivatives Confirmation (the “Master Confirmation”) was published in July 2003 and is intended to be used for Japan, Australia, New Zealand, Asia and Singapore Transactions. The Master Confirmation aims to streamline the confirmations process and incorporates the 2003 ISDA Credit Derivatives Definitions and the May 2003 Supplement. A General Terms Confirmation and Transaction Supplement is also offered.

Confirmation for use with U.S. Municipal Reference Entities—Superseded

(This form has been superseded from June 9, 2008 by the Credit Derivatives Physical Settlement Matrix and Confirmation)

This Confirmation is designed for use in trades where a U.S. Municipal Entity is the Reference Entity for a credit default swap.

Free downloads for Credit Derivatives Physical Settlement Matrix and Confirmation (7)