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1 Credit Event Process
https://www.isda.org/a/cKwEE/TheCreditEventProcess.pdf
ISDA®. Credit Event Process. • Determinations Committee will decide whether a CDS auction will be held following a Credit Event (except for Restructuring).
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2 Credit Event Auction Primer - ICE
https://www.theice.com/publicdocs/Credit_Event_Auction_Primer.pdf
This document examines the motivations for the market to develop and use credit event auctions, and details the auction process. Why Credit Event Auctions? When ...
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3 ISDA Auction Hardwiring: ISDA Streamlines CDS Settlement ...
https://www.dechert.com/knowledge/onpoint/2009/4/isda-auction-hardwiring-isda-streamlines-cds-settlement-auction.html
If no auction is conducted for a particular Credit Event, CDS contracts will settle under a fallback settlement method agreed to by the parties ...
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4 A guide to Credit Events and auctions
https://research-doc.credit-suisse.com/docView?language=ENG&source=emfromsendlink&format=PDF&document_id=803733390&serialid=FWHCx3yCrSE3FoEvAbEKa6fRKhqLoKs0jL1gR5W2Dfs%3D
How the auction process works, particularly in a Restructuring, ... standard CDS trades as defined by the ISDA Credit Derivatives Physical ...
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5 ISDA Auction Hardwiring - Allen & Overy
https://www.allenovery.com/en-gb/global/news-and-insights/publications/isda-auction-hardwiring
The process of holding auctions to determine a settlement price in respect of a credit derivative transaction following the occurrence of a credit event has ...
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6 ISDA's evolving auction methodology: cash settlement of loan ...
https://www.tandfonline.com/doi/pdf/10.1080/17521440.2008.11428007
ISDA's evolving auction methodology: cash settlement of loan credit default swaps. JUSTIN CONWAY. Goldman Sachs. JULIA LU FU. Richards Kibbe & Orbe LLP.
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7 Understanding the Auction Settlement and Restructuring ...
https://content.next.westlaw.com/practical-law/document/I2104de97ef0811e28578f7ccc38dcbee/Understanding-the-Auction-Settlement-and-Restructuring-Supplement-to-the-2003-ISDA-Credit-Derivatives-Definitions?viewType=FullText&transitionType=Default&contextData=(sc.Default)
It explains how the auction settlement process has been hard-wired into ... the Auction Settlement and Restructuring Supplement to the 2003 ISDA® Credit ...
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8 Tradeable Credit Fixings
https://www.creditfixings.com/
This site is the official resource to source cash settlement values for credit derivative trades subject to Auction Settlement under the ISDA Credit Derivatives ...
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9 ISDA's evolving auction methodology: cash ... - Lexology
https://www.lexology.com/library/detail.aspx?g=8f82990c-9a74-4f06-ac78-98f7b7dc823c
ISDA's evolving auction methodology: cash settlement of loan credit ... The same auction technology is currently being adapted for use in ...
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10 Auction Settlement following a Restructuring Credit Event
https://www.cadwalader.com/resources/clients-friends-memos/isdas-small-bang-protocol-auction-settlement-following-a-restructuring-credit-event
ISDA's Small Bang Protocol: Auction Settlement following a Restructuring Credit ... as the Fallback Settlement Method in their transaction's Confirmation.
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11 Credit-Derivatives-Annex.pdf
https://www.db.com/files/documents/dodd-frank/Credit-Derivatives-Annex.pdf
the form of auction settlement terms published by ISDA and, in respect of any ... fallback settlement method specified under the Credit Transaction ...
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12 ISDA® - Credit Derivatives Determinations Committee
https://www.cdsdeterminationscommittees.org/documents/2018/09/final-ast-benco-popular-09052018.pdf/
according to an auction procedure (an "Auction") on the terms set out below. 1. Deemed Auction and Publication of Auction Final Price.
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13 Settlement of Credit Default Swaps Referencing Russian ...
https://www.quinnemanuel.com/the-firm/publications/settlement-of-credit-default-swaps-referencing-russian-federation-bonds-issues-and-uncertainty/
Counterparties to CDS trades governed by an ISDA Master Agreement have ... As described above, the Auction Settlement process both requires ...
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14 [Year] [Affected Reference Entity] CREDIT DERIVATIVES ...
https://www.jpmorgan.com/directdoc/form_of_credit_derivatives_auction_settlement_terms_4_8_09.pdf
previously applied by ISDA to defray auction-related costs) up to and including ... Date with the auction procedure described in these Credit Derivatives ...
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15 Statement on the ISDA Credit Derivatives ... - Iosco.org
https://www.iosco.org/library/pubdocs/pdf/IOSCOPD581.pdf
and auction terms published by ISDA, as well as published auction decisions) ... the transparency of the process, including suggestions to ...
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16 Credit Event Auction
https://www.markit.com/news/creditevent.html
Auction of CKC 12.875% 15 August 2012 Bond for settlement of HYDI trades ... For details on the auction methodology, see Exhibit 3 to the ISDA 2005 CDS ...
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17 ISDA panel to reconvene on Venezuela CDS auctions - Reuters
https://www.reuters.com/article/isda-panel-to-reconvene-on-venezuela-cds/isda-panel-to-reconvene-on-venezuela-cds-auctions-idUSL1N1NQ1VG
The auction process will determine how much the bonds are worth and, in turn, the cash compensation buyers of CDS protection will receive.
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18 Credit Derivatives - Kramer Levin
https://www.kramerlevin.com/images/content/6/7/v2/67086/Credit-Derivatives.pdf
ISDA Credit Derivatives Physical Settlement Matrix listing applicable Credit Events based on ... of reference entities using an auction process to establish.
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19 Short-Squeeze Risks Loom Again in CDS Markets - Jones Day
https://www.jonesday.com/en/insights/2019/01/shortsqueeze-risks-loom-again-in-cds-markets
ISDA formed the DCs to provide expeditious market-wide credit event determinations and the Auction Process to serve as a means of settling ...
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20 Transaction Auction Settlement Terms Definition | Law Insider
https://www.lawinsider.com/dictionary/transaction-auction-settlement-terms
In relation to a Credit Event (and as set out in the definition of Credit Derivatives Auction Settlement Terms), ISDA may publish one or more form(s) of ...
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21 ISDA Aims for "Fungible" CDS with Auction Settlement, Big ...
https://www.ropesgray.com/en/newsroom/alerts/2009/03/isda-aims-for-fungible-cds-with-auction-settlement-big-bang-protocol-and-new-standard-north-american-cds-terms
The Auction Settlement method generally will follow the auction process used in recent CDS settlement protocols, except a Credit Derivatives ...
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22 The “Big Bang Protocol”: ISDA Streamlines CDS Settlement ...
https://www.friedfrank.com/uploads/siteFiles/Publications/6FA74E39FED711E1172E90BE3A11EFAC.pdf
“Auction Supplement”) to the 2003 ISDA Credit Derivatives ... Auction Terms retain much of the auction methodology applied in ISDA's recent ...
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23 An Analysis of Credit Default Swap Auctions and Distressed ...
https://www.stern.nyu.edu/sites/default/files/assets/documents/uat_024294.pdf
There are a number of participants in the auction process. Firstly, for each auction, the. International Swaps & Derivatives Association (ISDA) ...
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24 The Aftermath of the 2014 ISDA Credit Derivatives Definitions
https://files.simmons-simmons.com/api/get-asset/20160930_The_Aftermath_of_the_2014_ISDA_Credit_Derivatives_Definitions.pdf?id=blt3834216240b410ac
Definitions but an Auction is only held under the 2014 Definitions). ... debt and exiting the Chapter 11 procedure as quickly as possible.
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25 Observations on Management of Recent Credit Default Swap ...
https://www.sec.gov/news/press/2009/report030909.pdf
A. Hardwiring of the Auction Process into Standard Credit ... Derivatives Association's (ISDA) publication of the auction supplement to its ...
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26 DRAFT WITHOUT PREJUDICE 1 CASE COMP/AT.39745
https://ec.europa.eu/competition/antitrust/cases/dec_docs/39745/39745_13863_3.pdf
International Swaps and Derivatives Association, Inc. (“ISDA”) offers the following ... and pursuant to the terms of the Auction Methodology, as amended and ...
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27 Testimony of Robert Pickel - Senate Banking Committee
https://www.banking.senate.gov/download/070908pickel-testimony
Thank you very much for inviting ISDA to testify before the Senate Banking ... by the auction process discussed below.
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28 CDS Auctions: An Overview - SSRN Papers
https://papers.ssrn.com/sol3/Delivery.cfm/fedreq00067.pdf?abstractid=3413330
process is designed to mimic physical settlement, even though all CDS ... ISDA sets the maximum bid-ask spread prior to the auction based on asset.
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29 CDS users mull 'uniform' price as Russia fallback - Risk.net
https://www.risk.net/derivatives/7946191/cds-users-mull-uniform-price-as-russia-fallback
Under the standard procedure set out in Isda's 2014 credit definitions, CDS payouts are calculated following an auction of the defaulting ...
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30 'Cartel Profits': Wall Street Giants Gamed Final Auction Prices ...
https://www.classaction.org/news/cartel-profits-wall-street-giants-gamed-final-auction-prices-for-credit-default-swaps-antitrust-class-action-claims
Overall, the dealer defendants' gaming of the CDS auction process to ... ISDA credit default swap auction protocol (or the auction process ...
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31 Investment Management Alert A New Era for Credit Default ...
https://www.klgates.com/files/Publication/27b5f96d-fbda-4874-b5f0-b11eaf490ef9/Presentation/PublicationAttachment/a96517d4-8625-4aa6-842b-b837c76a7878/03-13-09_IM_Alert_Printable.pdf
ISDA Launches the Big Bang Protocol, Determinations Committees ... but it is expected that the auction methodology will become the ...
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32 Credit derivatives—overview - Lexis®PSL, practical guidance ...
https://www.lexisnexis.com/uk/lexispsl/bankingandfinance/document/391289/5DB7-7F11-F185-X2M4-00000-00/Credit%20derivatives%E2%80%94overview
If a Credit Event (as defined in the 2014 ISDA Credit Derivative ... method the parties would like to apply to their transaction—auction, cash or physical.
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33 Mechanics | Financial Times
https://www.ft.com/content/1b425837-638d-3008-aaae-b023391516af
The auction process has two stages and both are made public. The terms of each auction are laid out by Isda, a trade body, in consultation with ...
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34 Are CDS Auctions the Tail Wagging the Dog? An Empirical ...
https://scholarship.claremont.edu/cgi/viewcontent.cgi?article=3232&context=cmc_theses
specifically, the International Swaps and Derivatives Association (ISDA) introduced ... The details of this auction settlement process, dealer bid/offers, ...
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35 Issuing Credit Linked Notes - Mayer Brown
https://www.mayerbrown.com/-/media/files/perspectives-events/events/2020/10/reverse-inquiries-workshop--issuing-credit-linked-notes.pdf
Settlement methods (auction, cash and physical). • Areas of basis risk with CDS and ... (letters of credit, ISDA Master Agreements etc.).
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36 ISDA Announces Successful Implementation of the Big Bang ...
https://blogs.orrick.com/derivatives/2009/05/07/isda-announces-successful-implementation-of-the-big-bang-protocol/
The backbone of the Auction Supplement is the introduction of the concept of ... such that the Settlement Method becomes Auction Settlement.
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37 Russian Sanctions: How Will They Impact Credit Default Swaps?
https://www.proskauer.com/alert/russian-sanctions-how-will-they-impact-credit-default-swaps
ISDA's Credit Derivatives Determinations Committee (the “DC”) applies ... The auction process relies on the existence of a secondary trading ...
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38 CDS Credit-Event Auctions - Kellogg School of Management
https://www.kellogg.northwestern.edu/departments/finance/~/media/F96430F422B94184B34D0AA643D09243.ashx
To address the situation, the International Swaps and Derivatives Association (ISDA) insti- tuted in 2005 an auction procedure for ...
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39 Credit Default Swaps: What Happens in a Credit Event?
https://www.investopedia.com/articles/bonds/09/what-happens-to-single-name-cds.asp
To understand the credit event auction default process, it is helpful to ... and Derivatives Association's (ISDA) global protocol was initiated in 2005.
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40 ISDA ® The New CDS Landscape Auction Settlement ...
https://slideplayer.com/slide/3315373/
ISDA ® The Supplement Structural Framework Supplement to the 2003 ISDA Credit ... 15 ISDA ® Review of Auction Methodology Auction Outputs –Transactions ...
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41 What next on the Russia credit default swaps auction? - ZAWYA
https://www.zawya.com/en/world/uk-and-europe/what-next-on-the-russia-credit-default-swaps-auction-e4f2wnyg
... Athanassios Diplas, who advised the International Swaps and Derivatives Association (ISDA) board and helped design the auction process.
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42 Derivatives Consulting Group - QUANTLABS.NET
http://quantlabs.net/academy/download/free_quant_instituitional_books_/[Sapient%20Derivatives%20Consulting%20Group]%20The%20DCG%20Quick%20Reference%20Guide%20to%20Credit%20Event%20Terminology.pdf
The period between the date of publication of an ISDA credit event protocol and the cut off date. ... bidders submit quotes into the auction process in.
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43 WP/14/239 Market Signals and the Cost of Credit Risk Protection
https://www.imf.org/external/pubs/ft/wp/2014/wp14239.pdf
bonds that are deliverable at the auctions imply probabilities of default that ... Association (ISDA) and the CDS settlement procedure takes place through a ...
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44 The Big Bang Protocol and A New Structural Framework for ...
https://www.paulweiss.com/media/102843/24Mar09CDS.pdf
International Swaps and Derivatives Association, Inc. (“ISDA”) published ... The auction settlement methodology incorporated into the 2003 ...
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45 Credit default swap - Wikipedia
https://en.wikipedia.org/wiki/Credit_default_swap
If there are more CDS contracts outstanding than bonds in existence, a protocol exists to hold a credit event auction. The payment received is often ...
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46 European Credit Derivatives Outlook - Kirkland & Ellis LLP
https://www.kirkland.com/-/media/publications/alert/2020/09/alert--european-credit-derivatives-outlook.pdf
The introduction of the new “restructuring plan” procedure in the United ... relevant to the auction-updated ISDA 2003 Credit Derivatives ...
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47 What next on the Russia credit default swaps auction?
https://financialpost.com/pmn/business-pmn/what-next-on-the-russia-credit-default-swaps-auction
... Athanassios Diplas, who advised the International Swaps and Derivatives Association (ISDA) board and helped design the auction process.
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48 A CDS Market Auction-Related Development to Follow
https://lawprofessors.typepad.com/business_law/2022/08/a-cds-market-auction-related-development-to-follow.html
An independently managed subsidiary of ISDA, DC Administration Services ... 46 “Authorizing Transactions in Support of an Auction Process to ...
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49 Compression Auctions PRELIMINARY - Darrell Duffie
https://www.darrellduffie.com/uploads/pubs/DuffieCompressionAuctionNotes2018.pdf
A compression auction can be used to convert centrally cleared ... by International Swaps and Derivatives Association, Inc. (ISDA), the As-.
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50 Settlement Procedures for Credit Derivatives - Lexis Advance
https://advance.lexis.com/open/document/openwebdocview/Settlement-Procedures-for-Credit-Derivatives/?pdmfid=1000522&pddocfullpath=%2Fshared%2Fdocument%2Fanalytical-materials%2Furn%3AcontentItem%3A5R59-GV61-F1WF-M2Y7-00000-00&pdcomponentid=500749
It outlines auction, cash and physical settlement methods. ... Statement on the ISDA Credit Derivatives Determinations Committees and CDS auction process.
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51 The European Corporate Single Name Credit Default Swap ...
https://www.icmagroup.org/assets/documents/Regulatory/Secondary-markets/The-European-Corporate-Single-Name-Credit-Default-Swap-Market-SMPC-Report-150218.pdf
(iii) Introduced by ISDA in 2005, the method of auction settlement aims to address shortcomings of physical CDS settlement, notably the above-mentioned ...
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52 CDS Auctions - LSE
https://personal.lse.ac.uk/makarov1/index_files/CGM-RFS.pdf
the unusual auction-based procedure reveals that this mechanism may lead to ... to buy, she must make a payment, called an adjustment amount, to the ISDA.
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53 Notice of changes to terms and conditions of credit linked notes
https://rates-globalmarkets.bnpparibas.com/gm/Public/AlfrescoResource.aspx?path=%2F/Legal%20Docs/index_files/SecondInvestorsNotice_EMTN_XS_SIGNEDCommunication_1.pdf
You should read the 2014 ISDA Credit Derivatives Definitions Notice, ... if the applicable Settlement Method is Auction Settlement, ...
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54 QUANTITY COMMITMENTS IN MULTIUNIT AUCTIONS
https://www.econ.queensu.ca/sites/econ.queensu.ca/files/student_papers/CDSpaper%20%2824%29.pdf
the International Swaps and Derivatives Association (ISDA) agreed to ... effect of the auction process as an important reason why CDS prices ...
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55 Self Certification CFTC – 2014 ISDA New CDS Definitions - LCH
https://www.lch.com/system/files/media_root/Self%20Certification%20CFTC%20%E2%80%93%202014%20ISDA%20New%20CDS%20Definitions.pdf
(i) take into account the new ISDA Credit Derivatives Definitions that were ... implementation of any auction process to liquidate a ...
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56 CDS Indices Primer
https://cdn.ihsmarkit.com/www/pdf/1221/CDS-Indices-Primer---2021.pdf
The IHS Markit CDS converter uses the ISDA Standard Model to convert UF values to conventional ... The auction process determines the cash settlement price.
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57 Is a rise in CDS defaults on the horizon? | Travers Smith
https://www.traverssmith.com/knowledge/knowledge-container/is-a-rise-in-cds-defaults-on-the-horizon/
A CDS is typically documented under: (i) an ISDA Master Agreement; ... This auction process is run by the DC and establishes the price at ...
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58 ISDA addresses Russia CDS worries but questions remain
https://www.globalcapital.com/article/29wnzmzt53xptoo5nyvpc/emerging-markets/cee-bonds/isda-addresses-russia-cds-worries-but-questions-remain
If Russia or Gazprom had a credit event such as a default now, CDS on them could still be settled through the normal auction process, ...
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59 A Multi-Maturity Clock Auction Design for “IBOR” Transition
https://www.mit.edu/~zhuh/HaoxiangZhu_IBORAuction.pdf
Simultaneously, the ARRC and ISDA are coordinating efforts to come up with more ... Before moving on, let me make a few remarks on this process of bidding.
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60 Big Bang Protocol for Credit Derivatives Becomes Effective
https://www.goodwinlaw.com/publications/2009/04/20090414/14_03
The addition of “Auction Settlement” as a settlement method in order ... Any ISDA member may request that a DC address a specific question ...
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61 ISDA Announces Various Changes to the Legal and ...
https://www.hflawreport.com/2537756/isda-announces-various-changes-to-the-legal-and-operational-infrastructure-of-credit-default-swaps-with-a-view-towards-fungibility-of-trades.thtml
The changes initiated by ISDA include the following: (1) “hardwiring” Auction Settlement into new CDS trades by adding a supplement to the 2003 ISDA Credit ...
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62 Markit and Creditex Announce First-Ever Loan CDS Credit ...
https://derivsource.com/2007/10/23/markit-and-creditex-announce-first-ever-loan-cds-credit-event-auction/
The Credit Event Auction process was launched in 2005 by Markit and Creditex in collaboration with ISDA and major credit derivative dealers ...
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63 Are CDS Auctions Biased and Inefficient? - jstor
https://www.jstor.org/stable/26653293
and in 2009 it became the standard method used to settle CDS contracts after default (ISDA (2009)). Over the 2005 to May 2016 period, CDS auctions settled.
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64 IT'S OFFICIAL: ISDA TRIGGERS GREEK CDS IN ...
https://www.businessinsider.com/its-official-isda-triggers-greek-cds-2012-3
IT'S OFFICIAL: ISDA TRIGGERS GREEK CREDIT EVENT IN UNANIMOUS DECISION ... In light of this expedited auction process, market participants ...
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65 The CDS Big Bang:
https://www.cdfa.net/cdfa/cdfaweb.nsf/ord/c262660031945ca488257936006983fd/$file/cds_big_bang.pdf
auction mechanism for CDS following a credit event. ... To start the voting process, any ISDA member may request a DC be convened to address ...
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66 International Swaps and Derivatives Association, Inc. - Natixis
https://www.natixis.com/upload/docs/application/pdf/2020-08/isda_-_credit_derivatives_disclosure.pdf
price determined according to an auction procedure set out in the relevant Credit Derivatives. Auction Settlement Terms, available on ISDA's website at ...
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67 Viewpoint - CFA Institute
https://www.cfainstitute.org/-/media/documents/article/cfa-magazine/2010/cfm-v21-n1-3.ashx
This speaks to the efficiency of the CDS auction process. In the past, prior to standardization, ... Swaps and Derivatives Association (ISDA) implemented.
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68 Australian Financial Markets Association
https://www.otcguide.com.au/getattachment/Products/3-4-Credit-Derivatives/3-4-3-Legal-opinion-on-CDS-Small-Bang-Protocol/Sections/Content/3-4-3-Legal_opinion_on_CDS_Small_Bang_Protocol.pdf?lang=en-AU
2009 ISDA Credit Derivatives Determinations Committees, Auction Settlement and ... delineates Fallback Settlement Methods for Restructuring; and.
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69 Implementation of the new 2014 ISDA credit derivative ...
https://www.macfarlanes.com/media/2119/implementation-of-the-new-2014-isda-credit-derivative-definitions-upda.pdf
Auction Settlement and Restructuring CDS Protocol (Small. Bang Protocol). ... of the implementation process, ISDA1 has published a protocol.
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70 Summary of Auction Methodology in the 2008 Lehman CDS ...
https://ypfs.som.yale.edu/node/2810
Document; Media Date ; Global Financial Crisis (2007-2009); Content Type ; Summary; Publisher(s) ; International Swap Dealers Association, Inc. (ISDA); Author(s)/ ...
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71 IMPORTANT NOTICE DTCC DERIV/SERV LLC
https://www.dtcc.com/-/media/Files/pdf/2020/1/13/TIW690.pdf
2009 ISDA Credit Derivatives Determinations Committees, Auction ... or Transaction Auction Settlement Terms (or other similar process.
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72 Settlement Auction for Lehman CDS: Surprises Ahead?
https://seekingalpha.com/article/99286-settlement-auction-for-lehman-cds-surprises-ahead
It has been widely reported that the ISDA settlement auction for Lehman ... is an artifact of the auction procedure and is clamped to a ...
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73 The "Big Bang" in the CDS market
https://www.bis.org/publ/qtrpdf/r_qt1012z.htm
... the International Swaps and Derivatives Association (ISDA) introduced a ... credit events would be determined by an auction process.
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74 2003 ISDA Credit Derivatives Definitions May 2003 ...
https://www.rbccm.com/assets/rbccm/docs/legal/doddfrank/Documents/ISDALibrary/2003%20ISDA%20Credit%20Derivatives%20Definitions%20May%202003%20Supplement%20July%202009%20Supplement-Clean.pdf
(z) if "Auction Settlement" is specified as the. Settlement Method in the related Confirmation, the Credit Event. Notice is delivered by a Notifying Party to ...
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75 The New 2014 ISDA Credit Derivatives Definitions
https://www.lw.com/admin/Upload/Documents/Discussing-the-Trends-2014-ISDA-Credit-Derivatives.pdf
UPDATE: Please note that since publication of this interview ISDA ... definitions help simplify the auction process and remove some of the ...
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76 Implied Recovery Rates—Auctions and Models | SpringerLink
https://link.springer.com/chapter/10.1007/978-3-319-09114-3_9
This process is experimental and the keywords may be updated as the ... CDS ISDA standard contracts as well as the responsible DCs differ ...
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77 CDS Zombies - CORE
https://core.ac.uk/download/pdf/62563822.pdf
adjudication procedure for CDS reflects this structure: the Determinations ... to auction, ISDA needed 'a formal, objective process for resolving auction- ...
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78 Markit Credit Indices Primer
http://content.markitcdn.com/corporate/Company/Files/DownloadFiles?CMSID=577e364482314b31b158ae2c2cecc89d
ISDA – Markit and banks have worked with ISDA to create globally approved legal ... the auction and publish the results of each step of the process on.
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79 Credit Product Conventions Contents
https://afma.com.au/Site/media/Media/Documents/Standards/Market-Conventions/Credit-Product-Conventions.pdf
Auction Settlement is the market standard for the inter-bank market. ... via an ISDA-determined Auction Process multiplied by the notional.
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80 OFAC Issues General Licenses Enabling Certain Russian ...
https://lewisbrisbois.com/newsroom/legal-alerts/ofac-issues-general-licenses-enabling-certain-russian-debt-settlement
To facilitate U.S. persons' participation in such an auction, ... and execution of an auction process” to be announced by the ISDA's Credit ...
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81 Sanctions Bring a New Form of Russian-Bond CDS Risk - MSCI
https://www.msci.com/www/blog-posts/sanctions-bring-a-new-form-of/03149633711
The auction process will generally result in a recovery rate that is ... it's unclear whether sanctions will allow ISDA to hold an auction ...
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82 1 (VIII) CDS PROCEDURES INDEX Page 1. ADDITIONAL ...
https://www.cftc.gov/sites/default/files/filings/orgrules/18/02/rule021418iclreu2dco001.pdf
In connection with a 2014-type CDS Contract, the terms "Auction", "Auction ... The term "2014 CDD Protocol" means the 2014 ISDA Credit Derivatives ...
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83 March 27, 2015
http://iacpm.org/wp-content/uploads/2017/08/StandardizedApproachtoCreditRisk-IACPMFinalCommentLetter.pdf
the auction methodology to settle CDS contracts following the occurrence of a Restructuring Credit Event), and the. 2014 ISDA Credit ...
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84 CREDITEX AND MARKIT TO CONDUCT FIRST CREDIT ...
https://s2.q4cdn.com/154085107/files/doc_news/archive/465321f4-a624-4a0e-a1f7-1ed12091474f.pdf
The Credit Event Auction process was developed in 2005 by Markit and Creditex in collaboration with Isda and major credit derivative dealers ...
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85 ISDA Workshop on Close-outs and the Impact of Market Events
https://www.nera.com/news-events/events/2009/isda-workshop-on-closeouts-and-the-impact-of-market-events.html
NERA Vice President Dr. Sharon Brown-Hruska will participate in a session entitled "Understanding the ISDA Credit Event Auction Mechanism ...
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86 Russian Bond Default and CDS Credit Event: How Did We Get ...
https://www.alston.com/en/insights/publications/2022/07/russian-bond-default-and-cds-credit-event
... an industry-wide auction process and should theoretically represent the ... (ISDA) of the 2022 Russian Sanctions Additional Provisions.
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87 ISDAクレジットデリバティブ定義集、STS及びSTS(2010年版 ...
https://www.jpx.co.jp/jscc/kisoku/cimhll00000001qy-att/05cds_deftSTS_20140922.pdf
Derivatives Determinations Committees, Auction Settlement and ... Method applies and the determination relates to the occurrence of an Event.
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88 Markit and Creditex complete Tembec credit event auction
https://www.finextra.com/pressarticle/23753/markit-and-creditex-complete-tembec-credit-event-auction
The Credit Event Auction process was launched in 2005 by Markit and Creditex in collaboration with ISDA and major credit derivative dealers ...
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89 ISDA Restructuring Supplement and "Small Bang" Protocol
https://www.sewkis.com/publications/isda-restructuring-supplement-and-small-bang-protocol/
The March 2009 Supplement added Auction Settlement as an additional Settlement Method hardwired into each CDS contract and provided for the ...
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90 Argentina Credit Swaps Auction to Include Disputed Yen Bonds
https://www.bloomberg.com/news/articles/2014-08-21/argentina-swaps-auction-to-include-disputed-yen-bonds-isda-says
A 15-member panel of dealers and investors voted to include the bonds, ISDA said on its website. Pacific Investment Management Co. was the only ...
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91 Lehman derivatives auction described as 'smooth'
https://www.marketwatch.com/story/lehman-derivatives-auction-described-as-smooth-and-efficient
An auction to work out the value of Lehman Brothers bonds for derivatives ... of the ISDA, which represents major dealers in the CDS market.
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92 The credit default swap market and the settlement of ... - Cairn
https://www.cairn.info/revue-economie-internationale-2010-3-page-91.htm
In particular, we unravel all the stages of the auction procedure that makes ... great detail by the International Swaps and Derivatives Association (ISDA).
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93 After The Big Bang: The New Credit Default Swap Landscape
https://ccbjournal.com/articles/after-big-bang-new-credit-default-swap-landscape
The far-reaching amendments have been referred to by ISDA (International ... The auction methodology will generally adopt the procedures ...
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94 Frequently Asked Questions | U.S. Department of the Treasury
https://home.treasury.gov/policy-issues/financial-sanctions/faqs/added/2022-07-22
... participation in, and execution of an auction process, as announced by the EMEA Credit Derivatives Determination Committee, ...
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95 ISDA CDS Standard Model
https://www.cdsmodel.com/

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