This section of the ISDA website is a hub for links to key information and… Read more Credit Derivatives Overview
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CDS on US Sovereign Debt – FAQ
Updated responses to some frequently-asked questions that ISDA has received in connection with a potential... Read more CDS on US Sovereign Debt - FAQ
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Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations
2014 Definitions Confirmation CDS Matrix v29 2014 Definitions Matrix Confirmations 2003 Definitions Matrix Confirmations Link... Read more Credit Derivatives Physical Settlement Matrix - 2014 and 2003 Confirmations
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Global Credit Default Swaps Market Study
ISDA’s analysis of credit default swap (CDS) market size and structure reveals that market risk... Read more Global Credit Default Swaps Market Study
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ISDA Launches NTCE Protocol for Adherence
ISDA has launched a protocol to allow market participants to amend their legacy credit derivatives... Read more ISDA Launches NTCE Protocol for Adherence
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Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance
This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues... Read more Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance
Documents (1) for Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance
Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events
This document contains proposed amendments to the 2014 ISDA Credit Derivatives Definitions to address issues... Read more Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events
Documents (1) for Proposed Amendments to the 2014 ISDA Credit Derivatives Definitions Relating to Narrowly Tailored Credit Events
CSC Statement on German Bank CDS
This note has been prepared by ISDA’s Credit Steering Committee (CSC) to explain the CSC’s... Read more CSC Statement on German Bank CDS
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Documents (1) for Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event
Documents (1) for ISDA Credit Steering Committee Statement ~ Norske Skogindustrier ASA spin-off CDS
Updated FAQ: Amend Single Name On-The-Run Frequency
ISDA continues to work with its members to finalize materials that will provide transparency for... Read more Updated FAQ: Amend Single Name On-The-Run Frequency