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 ...

ISDA has reopened the CDS NTCE Protocol prior to its effective date on Jan. 27, 2020. The Protocol will remain open for adherence until noon on Friday, Jan. 24, 2020. The Protocol has been reopened 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 ...