Credit Default Swaps Archives | International Swaps and Derivatives Association

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Tag: Credit Default Swaps

2019 Narrowly Tailored Credit Event Supplement to the 2014 ISDA Credit Derivatives Definitions

(published July 15, 2019) The NTCE Supplement contains amendments to the 2014 ISDA Credit Derivatives... Read more

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2019 Narrowly Tailored Credit Event Supplement to the 2014 ISDA Credit Derivatives Definitions (pdf)

Asset Classes | May 24, 2019

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

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20190524 NTCE OPB consultation doc(pdf) will open in a new tab or window

Webcasts & videos | March 20, 2019

ISDA Market Education Call: Narrowly Tailored Credit Event Proposed Amendments

This page is only accessible to ISDA members.You must be logged to access this page.... Read more

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derivatiViews | March 14, 2019

An Important Milestone

Last week, we published a proposal to amend the ISDA Credit Derivatives Definitions to address... Read more

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Asset Classes | March 6, 2019

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

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20190320 NTCE consultation doc complete(pdf) will open in a new tab or window

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

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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

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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

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Asset Classes | June 2, 2016

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

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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

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