Credit Derivatives / Credit Default Swaps

This section catalogues ISDA’s work across the credit derivatives space:  documentation, public policy, market structure, market practices, research and other areas.

Key links

Definitions, Matrices and Bookstore page

Credit Derivatives Initiatives

 

Links to documentation, matrices, best practice statements, guidance notes, FAQs, memorandums and other useful material pertaining to the Credit Derivatives on the Market Infrastructure and Technology page:

As with all market information and guidance that ISDA disseminates, parties are free to choose alternate means of addressing the event. Each market participant remains responsible for considering its own documentation and the specific terms of its own trades and forming its own conclusion on the proper interpretation of events.


DateTitle / DescriptionDocuments
May 9, 2005
Statement of Principles and Recommendations Regarding the Handling of Material Nonpublic Information by Credit Market Participants (European Supplement)
Press Release / Market Practices Forum (JMPF) document - ISDA, IACPM, LIBA, LMA and TBMA finalize EU standards and practices for handling material nonpublic information in credit portfolio risk management activities.
JMPFpress05-09-05.pdf euroJmpf05.pdf
January 1, 2005
Buy-side Access to CDS Clearing Report
Legacy documentation.
Click here to view/download the reports.
January 1, 2005
Recommended Common Principles for Relationships Between Customer and EB and CM
Legacy documentation.
Click here to view/download the reports.
January 1, 2005
2011 Operational Clearing Comparative Analysis
Legacy documentation.
Click here to view/download the reports.
January 1, 2005
Transparency in Credit Default Swap Markets
Legacy documentation.
Click here to view/download the reports.
January 1, 2005
August 2010 Additional Provisions for Consent to, and Confirmation of, Transfer by Novation of OTC Derivative Transactions
Legacy documentation.
Click here to view/download the reports.
January 1, 2005
Request for Proposals for European Portfolio Compression
Legacy documentation.
Click here to view/download the reports.
January 1, 2005
C=C Product Eligibility Matrix
Legacy documentation.
Click here to view/download the reports.