Credit Default Swaps Archives | International Swaps and Derivatives Association

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Credit Default Swaps

Asset Classes | November 26, 2018

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

Documents (1)

20181122-CSC-Memorandum-on-German-bank-CDS (pdf)

Asset Classes | December 8, 2017

Credit Derivatives Physical Settlement Matrix – 2014 and 2003 Confirmations

2014 Definitions Confirmation CDS Matrix v25 2014 Definitions Matrix Confirmations 2003 Definitions Matrix Confirmations Link... Read more

Documents (0)

Asset Classes | May 2, 2017

Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event

Documents (1)

restructuring-credit-event-spin-off-best-practice-04212017 (pdf)

Asset Classes | June 2, 2016

ISDA Credit Steering Committee Statement ~ Norske Skogindustrier ASA spin-off CDS

Documents (1)

credit-steering-committee-statement-02-june-2016 (pdf)

Asset Classes | May 22, 2015

Guidance for Confirmation of Bespoke Tranched Transactions that Include Reference Entities Excluded from the ISDA 2014 Credit Derivatives Definitions Protocol

Documents (1)

guidance-for-confirmations-of-bespoke-tranched-transactions (pdf)

Asset Classes | November 18, 2014

Best Practices for Single-name Credit Default Swap Confirmations Regarding Reference Obligation or Standard Reference Obligation

Documents (1)

20141118-final-sro-confirmation-best-practice-table (pdf)

Asset Classes | October 9, 2013

CDS on US Sovereign Debt – FAQ

Responses to some frequently-asked questions that ISDA has received in connection with a potential CDS... Read more

Documents (1)

cds-on-us-sovereign-debt-faq-2013-10-09 (pdf)

Asset Classes | July 15, 2013

2003 ISDA Credit Derivatives Definitions – Note on Implementation Timing Proposal and Key Changes Products

Documents (1)

20130715-cln-credit-definitions-implementation-timing-and-key-changes-revised (pdf)

Asset Classes | December 19, 2012

Standardized Credit Products

Frequently Asked Questions (FAQ) on operational standards

Documents (1)

faqcdsstandardizedproductsdecember2012 (pdf)

Asset Classes | September 19, 2012

ISDA Tranche Working Group: Roll Convention

Documents (1)

isda-tranche-working-group-sep-19-2012 (pdf)