Credit Default Swaps Archives | International Swaps and Derivatives Association

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Credit Default Swaps

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

Documents (1)

20190320 NTCE consultation doc complete (pdf)

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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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

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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

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)