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Isda may revisit credit derivative definitions, reports Dow Jones

Monday, September 5, 2011

Dow Jones reports that Isda is starting discussion on updating the credit derivatives definitions. The article quotes an Isda spokesperson as saying that the talks are at an informal stage and there is no word on which clauses may be changed.

 


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CFlux secondary 
CLO index levels:

Index
21 May
CFlux USD AAA  ↑ 96.2
CFlux USD AA  ↑

88.3

CFlux USD A  ↓ 84.1
CFlux USD BBB  ↓ 75.3
CFlux USD BB  ↓

74.1

CFlux USD EQ  ↑ 77.5

 

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