Credit Derivatives Anatomy

Credit Derivatives Anatomy™ →Go uptown Article 1. Certain General Definitions Article 2. Terms Relating to the Reference Entity and the Reference Obligation Article 3. Terms Relating to Obligations and Deliverable Obligations Article 4. Credit Events Article 5. General Terms Relating to Settlement Article 6. Terms Relating to Auction Settlement Article 7. Terms Relating to Cash Settlement Article 8. Terms Relating to Physical Settlement Article 9. Fallback Provisions Applicable to Physical Settlement Article 10. Effect of DC Resolutions Article 11. Additional Representations and Agreements of the Parties Article 12. Initial Payment Amount, Fixed Amounts and Floating Rate Payer Calculation Amount Article 13. Credit Derivatives Physical Settlement Matrix Article 14. Non-Standard Event Determination Date and Non-Standard Exercise Cutoff Date Resources (full wikitext) | (nutshell wikitext) | Anatomy | Narrowly-tailored credit event | Equity v credit derivatives showdown Index: Click ᐅ to expand: Credit Derivatives Tell me more Sign up for our newsletter — or just get in touch: for ½ a weekly 🍺 you get to consult JC. Ask about it here.

The home on the JC for all things related to the 2014 ISDA Credit Derivatives Definitions.