Credit Derivatives Archives | International Swaps and Derivatives Association

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Tag: Credit Derivatives

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)

SwapsInfo Q3 2019 and Year-to-Sept. 30, 2019 Review Full Report(pdf) will open in a new tab or window
SwapsInfo Q3 2019 and Year-to-Sept. 30, 2019 Review Summary(pdf) will open in a new tab or window

Fundamentals of Derivatives

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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)

Derivatives Disputes

Trends, Recent Case Law and Documentation Initiatives

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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)

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)

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)

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)

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

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

Documents (0)

derivatiViews | March 14, 2019

An Important Milestone

Last week, we published a proposal to amend the ISDA Credit Derivatives Definitions to address... Read more