Amending When Single-Name CDS Roll to New ‘On-the-Run’ Contracts
ISDA has published a recommendation for an amendment to the single-name credit default swap (CDS)... Read more Amending When Single-Name CDS Roll to New ‘On-the-Run’ Contracts
Tag: Credit Default Swaps (CDS)
Documents (1) for Guidance for Confirmation of Bespoke Tranched Transactions that Include Reference Entities Excluded from the ISDA 2014 Credit Derivatives Definitions Protocol
Documents (1) for Best Practices for Single-name Credit Default Swap Confirmations Regarding Reference Obligation or Standard Reference Obligation
Documents (1) for 2003 ISDA Credit Derivatives Definitions – Note on Implementation Timing Proposal and Key Changes Products
ISDA CDS Licensing Changes
Summary In settling claims brought against ISDA in the matter In re CDS Antitrust Litigation,... Read more ISDA CDS Licensing Changes
Documents (0) for ISDA CDS Licensing Changes
Standardized Credit Products
Frequently Asked Questions (FAQ) on operational standards
Documents (1) for Standardized Credit Products
Documents (1) for ISDA Tranche Working Group: Roll Convention
Documents (1) for Memorandum on the processing of Unitymedia GmbH transactions
Standardisation 2010 – Final Credit Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend
Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend
Cross Asset Standardisation Matrix – 2011 templates
2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives