Credit Derivatives – Page 12 – International Swaps and Derivatives Association

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Tag: Credit Derivatives

Press Releases February 28, 2012

ISDA Determinations Committee Accepts Question Related to a Potential Hellenic Republic Credit Event

NEWS RELEASE For Immediate Release ISDA Determinations Committee Accepts Question Related to a Potential Hellenic... Read more

Documents (1) for ISDA Determinations Committee Accepts Question Related to a Potential Hellenic Republic Credit Event

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Press Releases February 27, 2012

ISDA Determinations Committee: The Hellenic Republic

NEWS STATEMENT ISDA Determinations Committee: The Hellenic Republic LONDON, February 27, 2012 – The International... Read more

Documents (1) for ISDA Determinations Committee: The Hellenic Republic

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Credit October 31, 2011

ISDA Statement on CDS process

Press Release

Documents (1) for ISDA Statement on CDS process

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Interest Rate October 6, 2011

Standardisation 2010 – Final Credit Derivatives Matrix and Legend

2010 Standardisation Matrix / corresponding legend

Documents (2) for Standardisation 2010 – Final Credit Derivatives Matrix and Legend

Credit September 20, 2011

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

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Credit September 20, 2011

Standardisation Legend 2011- Credit- Final

2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives

Documents (1) for Standardisation Legend 2011- Credit- Final

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Credit July 1, 2011

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

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Credit July 1, 2011

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

20110629-mn-comments-ccp-snap-shot-matrices-v1-0-29-june-11(pdf) will open in a new tab or window

Credit May 27, 2011

Clarification Pertaining to the Documentation of Recovery Lock Credit Derivative Transactions

Documents (1) for Clarification Pertaining to the Documentation of Recovery Lock Credit Derivative Transactions

20110527-final-clarification-pertaining-to-rls(pdf) will open in a new tab or window

Credit January 20, 2011

Credit Derivatives Physical Settlement Matrix

Link to historical Confirmations documents

Documents (1) for Credit Derivatives Physical Settlement Matrix

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