What Constitutes a “Credit Event” That Would Trigger a CDS Payout?

A credit event is a specific, predefined trigger in a CDS contract that prompts a payout from the protection seller to the buyer. While contracts can vary, the most common credit events are bankruptcy of the reference entity, failure to pay on its obligations, and debt restructuring that harms the creditor.

The International Swaps and Derivatives Association (ISDA) provides standardized definitions for these events to ensure clarity and consistency in the market. The occurrence of a credit event must be publicly verifiable.

What Is Counterparty Risk in the Context of CDS?
What Is the Difference between Physical Settlement and Cash Settlement after a Credit Event?
Why Does Theta Benefit the Option Seller but Harm the Option Buyer?
Does Theta Benefit the Buyer or the Seller of an Option?
How Does a ‘Credit Default Swap’ (CDS) Work?
What Is the Concept of a “Credit Event” in a Credit Default Swap (CDS)?
How Does a Debt Restructuring Trigger a CDS Payout?
Why Might a CDS Contract Not Cover Certain Types of Government Intervention or Bailouts?

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