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Does adhering to the Protocol affect other credit derivative transactions?

April 26, 2017adhering affect credit derivative Protocol transactions

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Does adhering to the Protocol affect other credit derivative transactions?

1 Answer

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10 Posted

Yes. In addition to single name credit derivative transactions referencing Kaupþing /Landsbanki /Glitnir, the following transactions are also covered in each of the Protocols: Constant Maturity Swap Transactions, Principal Only Transactions, Interest Only Transactions, First to Default Transactions, Nth to Default Transactions, Recovery Lock Transactions, Bespoke Portfolio Transactions, Single-Name Swaptions and Portfolio Swaptions.