Credit Derivatives (EPUB) von Edmund Parker

With the launch of the 2014 ISDA Credit Derivatives Definitions, this title will provide a detailed and comprehensive analysis of the new 2014 Definitions. The book provides practical reading for all credit derivatives market participants looking to gain a solid understanding of the definitions.

Foreword 5Part I. Overview of Credit DerivativesIntroduction to credit derivatives 7Types of credit derivative products used with the 2014 ISDA Credit Derivatives Definitions 31Single Name Credit Default Swaps 71Index Credit Default Swaps 101Part II. Overview of the 2014 ISDA Credit Derivatives DefinitionsDifferences between the 117 2003 and 2014 ISDA Credit Derivatives Definitions 117Overview of the 2014 ISDA Credit Derivatives Definitions 175Part III. 2014 ISDA Credit Derivatives Definitions in detailIntroduction, preamble 251and Article I – Certain General DefinitionsArticle II – Terms Relating to the Reference Entity and the Reference Obligation 283Article III – Terms Relating to Obligations and Deliverable Obligations 307Article IV – Credit Events 337Article V – General Terms Relating to Settlement 349Article VI: Terms Relating to Auction Settlement 353Article VII – Terms Relating to Cash Settlement 363Article VIII – Terms Relating to Physical Settlement 381Article IX – Fallback Provisions Applicable to Physical Settlement 397Article X – Effect of DC Resolutions 411Article XI – Additional Representations and Agreements of the Parties 415Article XII – Initial Payment Amount, Fixed Amounts and Floating Rate Payer Calculation Amount 421Article XIII – Credit Derivatives Physical Settlement Matrix 431Article XIV – Non-Standard 437Event Determination Date and Non-and Non-Standard Exercise Cut-off Date 437Part IV. Ancillary TopicsSupporting documentation and Supplements to the 2014 Definitions 443The ISDA Credit Derivatives Determinations Committees, DC Rules, SRO Rules and POB Rules 459Credit Derivatives Auction 519Settlement TermsAbout the author 551