Credit Derivatives / Credit Default Swaps


DateTitle / DescriptionDocuments
October 9, 2013
CDS on US Sovereign Debt - FAQ
Responses to some frequently-asked questions that ISDA has received in connection with a potential CDS Credit Event on US sovereign debt. This does not constitute legal advice, and is subject in all respects to any determination that the ISDA Americas Credit Derivatives Determinations Committee may make in relation to CDS referencing the United States. ISDA makes no comment on the likelihood of the events described in this FAQ.
CDS on US Sovereign Debt FAQ 2013-10-09.pdf
July 15, 2013
2003 ISDA Credit Derivatives Definitions – Note on Implementation Timing Proposal and Key Changes Products
20130715 Cln_Credit Definitions implementation timing and key changes revised.pdf
December 19, 2012
Standardized Credit Products
Frequently Asked Questions (FAQ) on operational standards
FAQCDSStandardizedProductsDecember2012.pdf
September 19, 2012
ISDA Tranche Working Group: Roll Convention
ISDA Tranche Working Group ~ Sep 19 2012.pdf
June 28, 2012
Memorandum on the processing of Unitymedia GmbH transactions
memo_notice.html
May 29, 2012
Credit Derivatives Physical Settlement Matrix
Matrix / Confirmation
Credit-Derivatives-Physical-Settlement-Matrix-20120529.xlsConfirmation-CDS-Matrix-20120529.doc
October 6, 2011
Standardisation 2010 – Final Credit Derivatives Matrix and Legend
2010 Standardisation Matrix / corresponding legend
Credit_Standardisation Matrix - Final June 2010.pdf Standardization Legend - Credit Final.pdf
September 20, 2011
Cross Asset Standardisation Matrix – 2011 templates
2011 Standardisation Matrix templates for Credit, Equity and Interest Rate Derivatives
Cross Asset Standardisation Matrix - 2011 templates.xls
September 20, 2011
Standardisation Legend 2011- Credit- Final
2011 Standardisation Matrix Definitions and Reporting Explanations for Credit Derivatives
Standardization Legend 2011 - Credit- Final.doc
July 1, 2011
2011 Credit Clearing Comparative Analysis
For additional background, please see: http://www2.isda.org/news/credit-clearing-comparative-analysis-available
CIG Credit Clearing Comparative Analysis v1.0.pdf