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Reserve Bank of India sets out CDS policy, with tight controls


The Reserve Bank of India has taken an important step towards permitting credit default swaps in India, by publishing a draft operational framework for the market and inviting comments by October 4.

The RBI had previously said in March that it was “revisiting” its draft policy towards CDS, first issued in 2007 but put on hold because of the global financial crisis.

Yesterday (August 4), it set out a policy for introducing plain vanilla, over-the-counter single name credit derivatives referencing corporate bonds issued by Indian-resident entities. Coupon payment dates, maturity dates and coupons will be standardised.

Tight restrictions will govern trading. However, the...

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