Standardized Credit Products
Frequently Asked Questions (FAQ) on operational standards
Tag: Credit Default Swaps (CDS)
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
Documents (1) for Cross Asset Standardisation Matrix – 2011 templates
Standardisation Legend 2011- Credit- Final
2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives
Documents (1) for Standardisation Legend 2011- Credit- Final
2011 Credit Clearing Comparative Analysis
For additional background, please see: http://www2.isda.org/news/credit-clearing-comparative-analysis-available
Documents (1) for 2011 Credit Clearing Comparative Analysis
2011 Credit Clearing Comparative Analysis: CCP Snap-Shot Matrices v1.0
For additional background, please see: http://www2.isda.org/news/credit-clearing-comparative-analysis-available
Documents (1) for 2011 Credit Clearing Comparative Analysis: CCP Snap-Shot Matrices v1.0
Documents (1) for Clarification Pertaining to the Documentation of Recovery Lock Credit Derivative Transactions
Credit Derivatives Physical Settlement Matrix
Link to historical Confirmations documents