Credit Derivatives – Page 6 – International Swaps and Derivatives Association

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Tag: Credit Derivatives

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) for ISDA Reissues Invitation to Tender for Determinations Committees Secretary Role

DC Secretary ITT press release(pdf) will open in a new tab or window

SwapsInfo | October 30, 2017

SwapsInfo Third Quarter 2017 Review

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

Documents (1) for SwapsInfo Third Quarter 2017 Review

Swaps review Q3 2017 FINAL(pdf) will open in a new tab or window

Press Releases | October 11, 2017

ISDA Publishes Venezuela Additional Provisions Protocol

ISDA Publishes Venezuela Additional Provisions Protocol NEW YORK, October 11, 2017 – The International Swaps... Read more

Documents (1) for ISDA Publishes Venezuela Additional Provisions Protocol

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Press Releases | October 6, 2017

ISDA Comments on Recent Developments on Determinations Committees Secretary Transition

NEW YORK, October 6, 2017 – The International Swaps and Derivatives Association, Inc. (ISDA) announced... Read more

Documents (1) for ISDA Comments on Recent Developments on Determinations Committees Secretary Transition

DC Secretary Role OCT 2017(pdf) will open in a new tab or window

derivatiViews | August 30, 2017

Some Thoughts on Noble

Credit events in the credit derivatives market often spark a lot of debate, but the... Read more

Documents (0) for Some Thoughts on Noble

Credit | May 2, 2017

Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event

Documents (1) for Best practice for booking/confirming single-name Credit Default Swap Transactions spun off from Index Transactions following a Restructuring Credit Event

restructuring-credit-event-spin-off-best-practice-04212017(pdf) will open in a new tab or window

Studies | September 12, 2016

Single-name Credit Default Swaps: Review of Empirical Academic Literature

Single-name credit default swaps (“CDSs”) are derivatives based on the credit risk of a single... Read more

Documents (2) for Single-name Credit Default Swaps: Review of Empirical Academic Literature

Credit | June 2, 2016

ISDA Credit Steering Committee Statement ~ Norske Skogindustrier ASA spin-off CDS

Documents (1) for ISDA Credit Steering Committee Statement ~ Norske Skogindustrier ASA spin-off CDS

credit-steering-committee-statement-02-june-2016(pdf) will open in a new tab or window

Credit | December 10, 2015

Updated FAQ: Amend Single Name On-The-Run Frequency

ISDA continues to work with its members to finalize materials that will provide transparency for... Read more

Documents (1) for Updated FAQ: Amend Single Name On-The-Run Frequency

amend-single-name-on-the-run-frequency-faq-revised-as-of-12-10(pdf) will open in a new tab or window

Credit | October 13, 2015

FAQ: Amend Single Name On-The-Run Frequency

ISDA continues to work with its members to finalize materials that will provide transparency for... Read more

Documents (1) for FAQ: Amend Single Name On-The-Run Frequency

amend-single-name-on-the-run-frequency-faq-revised-as-of-10-13(pdf) will open in a new tab or window