目次

Part I. Overview of Credit -Derivatives -Introduction to credit derivatives -Types of credit derivative products used with the 2014 ISDA Credit Derivatives Definitions -Single Name Credit Default Swaps -Index Credit Default Swaps Part II. Overview of the 2014 ISDA Credit Derivatives Definitions -Differences between the 2003 and 2014 ISDA Credit Derivatives Definitions -Overview of the 2014 ISDA Credit Derivatives Definitions Part III. 2014 ISDA Credit Derivatives Definitions in detail -Introduction, preamble and Article I – Certain General Definitions -Article II – Terms Relating to the Reference Entity and the Reference Obligation -Article III – Terms Relating to Obligations and Deliverable Obligations -Article IV – Credit Events -Article V – General Terms Relating to Settlement -Article VI: Terms Relating to Auction Settlement -Article VII – Terms Relating to Cash Settlement -Article VIII – Terms Relating to Physical Settlement -Article IX – Fallback Provisions Applicable to Physical Settlement -Article X – Effect of DC Resolutions -Article XI – Additional Representations and Agreements of the Parties -Article XII – Initial Payment Amount, Fixed Amounts and Floating Rate Payer Calculation Amount -Article XIII – Credit Derivatives Physical Settlement Matrix -Article XIV – Non-Standard Event Determination Date and Non-and Non-Standard Exercise Cut-off Date Part IV. Ancillary Topics -Supporting documentation and Supplements to the 2014 Definitions -The ISDA Credit Derivatives Determinations Committees, DC Rules, SRO Rules and POB Rules -Credit Derivatives Auction Settlement Terms