Close-out value
FX disruption template paused due to Isda definition clash
GFMA’s close-out framework put on hold as Isda reviews 1998 FX derivatives rule book
Moody's correct on swaps bail-in risk – Risk.net poll
Nearly 90% say agency is right to assume swaps won't be bailed-in
Moody's swaps bail-in bet splits banks and buy side
Asset managers wary of assumptions that make swap counterparts look stronger
Breaking break clauses
Breaking break clauses
Closing out DVA
Closing out DVA
Standard docs may not prevent clearing contract crunch
Preventing a clearing contract crunch
Diverse netting approaches create OTC headache
Gap in the net
Banks tout break clauses as capital mitigant
Breaking with tradition