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Credit Derivatives: Understanding and Working with the 2014 ISDA Credit Derivatives Definitions

Credit Derivatives: Understanding and Working with the 2014 ISDA Credit Derivatives Definitions

Author: Edmund Parker
Publisher: Globe Law and Business
ISBN: 9781909416642

Previous Edition ISBN: 9781905783038
Published In: January 2017
Format: Hardback , 560 pages
Jurisdiction: International ? Disclaimer:
Countri(es) stated herein are used as reference only

List Price: HKD 3,575.00

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Description
Contents
Author
Reviews

Details

Credit derivatives have emerged from the financial crisis as a stronger and more robust product, heavily used by financial institutions, corporations, insurers, asset managers and pension funds. Much of the original title, Credit Derivatives: Documenting and Understanding Credit Derivative Products, focused on the 2003 ISDA Credit Derivative Definitions. With the launch of the 2014 ISDA Credit Derivatives Definitions, which became market standard definitions for documenting credit derivatives transactions on 6 October 2014, this new title provides similarly detailed and comprehensive analysis of the heavily updated 2014 Definitions.

This book covers the 2014 Definitions in detail, while also discussing the differences with the predecessor definitions. This practitioner-oriented title also covers auction settlement, the DC Rules, POB Rules, SRO Rules and the Determinations Committees, as well as looking in detail at the products that the 2014 Definitions are used with, such as single name and index credit default swaps, and structured products.

The book provides practical reading for lawyers, whether in private practice or in-house, and all credit derivatives market participants looking to gain a solid understanding of the new definitions.

Author Edmund Parker is the global head of Mayer Brown’s Derivatives & Structured Products practice and an internationally recognised leading expert in the field.

Table of contents

Part 1: Overview

1. Overview

2. Differences between the 2003 ISDA Credit Derivatives Definitions and the 2014 ISDA Credit Derivatives Definitions

2014 ISDA Credit Derivatives Definitions in Brief

Part 2: ISDA Credit Derivatives Definitions in Detail

4. Article I

5. Article II

6. Article III

7. Article IV

8. Article V

9. Article VI

10. Article VII

11. Article VIII

12. Article IX

13. Article X

14. Article XI

15. Article XII

16. Article XIII

17. Article XIV

Part 3: Ancillary Issues

18. Understanding Auction Settlement

19. Related Protocols

20. Interaction with Structured

Notes and Other Products

Author Edmund Parker is the global co-head of derivatives at Mayer Brown and an internationally recognised expert in the field.

Review for previous edition: The volume that he has given us is, without doubt, the single best publication on credit derivatives for the practising lawyer that is available.

Michael Sackheim
Futures and Derivatives Law Report