Does adhering to the Quebecor Protocol affect other credit derivative transactions?
Yes. In addition to single and index credit derivative transactions referencing Quebecor, the following transactions are also covered in the Quebecor Protocol: Constant Maturity Swap Transaction, a Principal Only Transaction, an Interest Only Transaction, First to Default Transaction, Nth to Default Transaction, Recovery Lock Transaction, Bespoke Portfolio Transaction, Single-Name Swaption and Portfolio Swaption.
