The International Swaps and Derivatives Association last week hashed out a credit default swap protocol for Calpine Corp. and is expected to release it today. The protocol has a structure similar to ...
The innovative and much-hailed protocol governing the settlement of Delphi CDS positions was in fact a compromise solution between the banks on the one side and end-users on the other, according to ...
Market participants are laying the groundwork for a solution to the cash settlement of single-name credit default swaps. The International Swaps and Derivatives Association has scheduled a conference ...
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