Interest Shortfalls In CDS On CDO Documents

The most recent version of the credit-default swaps on collateralized debt obligation terms and form of confirmation published in August by the International Swaps and Derivatives Association contains two annexes covering interest shortfalls.

  • 30 Nov 2007
The most recent version of the credit-default swaps on collateralized debt obligation terms and form of confirmation published in August by the International Swaps and Derivatives Association contains two annexes covering interest shortfalls. The provisions of the standard terms and annexes provide for how interest shortfalls and reimbursements ...

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