Credit Derivatives – International Swaps and Derivatives Association

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Tag: Credit Derivatives

SwapsInfo | October 19, 2020

SwapsInfo Q3 of 2020 and Year-to-September 30, 2020 Review: Summary

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more

Documents (1) for SwapsInfo Q3 of 2020 and Year-to-September 30, 2020 Review: Summary

SwapsInfo Q3 of 2020 and Year-to-September 30, 2020 Review Summary(pdf) will open in a new tab or window

SwapsInfo | July 27, 2020

SwapsInfo First Half of 2020 and Second Quarter of 2020 Review

The latest ISDA SwapsInfo Quarterly Review shows that trading volumes for interest rate derivatives (IRD)... Read more

Documents (2) for SwapsInfo First Half of 2020 and Second Quarter of 2020 Review

SwapsInfo | April 28, 2020

SwapsInfo First Quarter of 2020 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2) for SwapsInfo First Quarter of 2020 Review

SwapsInfo | February 4, 2020

SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2) for SwapsInfo Full Year 2019 and the Fourth Quarter of 2019 Review

SwapsInfo | October 29, 2019

SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (2) for SwapsInfo Third Quarter of 2019 and Year-to-September 30, 2019 Review

Asset Classes | September 16, 2019

ISDA Launches NTCE Protocol for Adherence

ISDA has launched a protocol to allow market participants to amend their legacy credit derivatives... Read more

Documents (0) for ISDA Launches NTCE Protocol for Adherence

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

Free downloads (1) for 2019 Narrowly Tailored Credit Event Supplement to the 2014 ISDA Credit Derivatives Definitions

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

SwapsInfo | July 11, 2019

SwapsInfo First Half of 2019 and Second Quarter of 2019 Review

The ISDA SwapsInfo Review provides analysis of interest rate derivatives (IRD) and credit derivatives trading... Read more

Documents (2) for SwapsInfo First Half of 2019 and Second Quarter of 2019 Review

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

Documents (1) for Proposed Amendments to 2014 ISDA Credit Derivatives Definitions For NTCEs – Outstanding Principal Balance

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

SwapsInfo | April 30, 2019

SwapsInfo First Quarter of 2019 Review

The ISDA SwapsInfo Quarterly Review provides analysis of interest rate derivatives (IRD) and credit derivatives... Read more

Documents (1) for SwapsInfo First Quarter of 2019 Review

SwapsInfo Q1 2019 Review(pdf) will open in a new tab or window