ISDA Prepares ABS Standardization

The International Swaps and Derivatives Association is developing a standard set of definitions for credit events on credit-default swaps referenced to asset-backed securities.

  • 09 May 2004
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The International Swaps and Derivatives Association is developing a standard set of definitions for credit events on credit-default swaps referenced to asset-backed securities. Louise Marshall, spokeswoman in New York, said the association is preparing a draft to standardize pay-as-you-go as well as cash and physically settled definitions. ISDA recently asked its members whether it should write a standard set of definitions for ABS referenced swaps (DW, 2/29). ISDA plans to circulate the draft shortly and will schedule a conference call in a couple of weeks to discuss the paper, she said.

"This process just started but there's quite a lot of interest globally," said an ISDA member in Japan, noting that the standards should likely be finalized in the next few months.

  • 09 May 2004

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 253,106.92 930 8.89%
2 JPMorgan 230,914.50 1036 8.11%
3 Bank of America Merrill Lynch 221,389.46 762 7.78%
4 Goldman Sachs 171,499.26 554 6.03%
5 Barclays 169,046.60 646 5.94%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 21 Jul 2017
1 HSBC 25,385.87 103 7.10%
2 Deutsche Bank 25,125.19 81 7.03%
3 Bank of America Merrill Lynch 22,023.57 59 6.16%
4 BNP Paribas 18,766.65 109 5.25%
5 Credit Agricole CIB 18,157.63 105 5.08%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Jul 2017
1 JPMorgan 12,578.87 55 8.17%
2 Citi 11,338.07 71 7.36%
3 UBS 10,682.06 44 6.93%
4 Goldman Sachs 10,419.53 53 6.76%
5 Morgan Stanley 10,194.88 57 6.62%