NEW YORK--(BUSINESS WIRE)--The International Swaps and Derivatives Association, Inc. (ISDA) has published a recommendation for an amendment to the single-name credit default swap (CDS) roll frequency. The recommendation is in response to market feedback, and is aimed at improving liquidity in the single-name CDS market. Under the new recommended standard schedule, single-name CDS transactions would roll to a new ‘on-the-run’ contract on a semiannual, rather than quarterly, basis. The move will
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