Credit Derivatives Archives | International Swaps and Derivatives Association

Credit Derivatives

SwapsInfo | January 15, 2019

SwapsInfo Full Year 2018 and Fourth Quarter of 2018 Review: Summary

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

Documents (1)

SwapsInfo Full Year 2018 and Q4 2018 Review - Summary (pdf)

Media.comment | December 12, 2018

Another Crisis? Really?

It’s been some time since our last post. It would be nice to think that’s... Read more

Documents (0)

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

Documents (1)

20181122-CSC-Memorandum-on-German-bank-CDS (pdf)

SwapsInfo | November 5, 2018

SwapsInfo Third Quarter of 2018 and Year-to-September 30, 2018 Review

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

Documents (1)

Swaps review Q3 2018 (pdf)

SwapsInfo | July 30, 2018

SwapsInfo Second Quarter 2018 and First Half 2018 Review

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

Documents (1)

Swaps review Q2 2018 (pdf)

SwapsInfo | May 14, 2018

SwapsInfo First Quarter 2018 Review

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

Documents (1)

Swaps review Q1 2018 (pdf)

Press Releases | April 11, 2018

ISDA Board Statement on Narrowly Tailored Credit Events

The International Swaps and Derivatives Association, Inc. (ISDA) today published a statement from its Board... Read more

Documents (1)

ISDA Board Statement on Narrowly Tailored Credit Events (pdf)

SwapsInfo | February 2, 2018

SwapsInfo Full Year 2017 and Fourth Quarter 2017 Review

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

Documents (1)

SwapsInfo Full Year and Q4 2017 Review (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

Documents (0)

Press Releases | November 9, 2017

ISDA Reissues Invitation to Tender for Determinations Committees Secretary Role

ISDA today announced that it has reissued an invitation to tender for the secretarial role... Read more

Documents (1)

DC Secretary ITT press release (pdf)