Contract Group |
Contract Region |
ISDA Transaction Type |
Fixed Coupons (bps) |
Senior / Tier 1 Recovery |
Senior Non-Preferred / Total Loss Absorbing Capacity Recovery |
Subordinated Recovery |
North America |
North America |
Standard North American Corporate |
100 / 500 |
40% |
|
20% |
Europe |
Europe |
Standard European Corporate |
25 / 100 / 300* / 500 / 750* / 1000 |
40% |
|
20% |
|
|
Standard Subordinated European Insurance Corporate |
25 / 100 / 300* / 500 / 750* / 1000 |
|
|
20% |
|
|
Standard European Financial Corporate |
25 / 100 / 300* / 500 / 750* / 1000 |
40% |
40% |
20% |
|
|
Standard European Senior Non Preferred Financial Corporate |
25 / 100 / 300* / 500 / 750* / 1000 |
|
40% |
|
|
|
Standard European CoCo Financial Corporate |
25 / 100 / 300* / 500 / 750* / 1000 |
40% |
|
20% |
|
|
Standard Western European Sovereign |
25 / 100 / 300* / 500 / 750* / 1000 |
40% |
|
20% |
|
|
Standard European Limited Recourse Corporate |
25 / 100 / 300* / 500 / 750* / 1000 |
40% |
|
|
Emerging Markets |
Europe / Middle East |
Standard Emerging European Corporate |
100 / 500 |
25% |
|
25% |
|
|
Standard Emerging European Corporate LPN |
100 / 500 |
25% |
|
25% |
|
|
Standard Emerging European & Middle Eastern Sovereign |
100 / 500 |
25% |
|
25% |
|
Latin America |
Standard Latin America Corporate B |
100 / 500 |
25% |
|
25% |
|
|
Standard Latin America Corporate BL |
100 / 500 |
25% |
|
25% |
|
|
Standard Latin America Sovereign |
100 / 500 |
25% |
|
25% |
Asia |
Ex-Japan |
Standard Asia Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard Asia Financial Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard Asia Sovereign |
100 / 500 |
40% |
|
20% |
|
Singapore |
Standard Singapore Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard Singapore Financial Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard Singapore Sovereign |
100 / 500 |
40% |
|
20% |
|
Japan |
Standard Japan Corporate |
25 / 100 / 500 |
35% |
|
15% |
|
|
Standard Japan Financial Corporate |
25 / 100 / 500 |
35% |
|
15% |
|
|
Standard Japan Sovereign |
25 / 100 / 500 |
35% |
|
15% |
Oceania |
Australia |
Standard Australia Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard Australia Financial Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard Australia Sovereign |
100 / 500 |
40% |
|
20% |
|
New Zealand |
Standard New Zealand Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard New Zealand Financial Corporate |
100 / 500 |
40% |
|
20% |
|
|
Standard New Zealand Sovereign |
100 / 500 |
40% |
|
20% |
North America |
North America |
Bullet LCDS |
0 / 100 / 250 / 500 |
70% |
|
|
|
|
Standard U.S. Municipal Full Faith and Credit |
100 / 500 |
75% |
|
|
|
|
Standard U.S. Municipal General Fund |
100 / 500 |
75% |
|
|
|
|
Standard U.S. Municipal Revenue |
100 / 500 |
75% |
|
|
Islamic |
|
Standard Sukuk Sovereign |
100/500 |
25% |
|
25% |
|
|
Standard Sukuk Corporate |
100/500 |
40% |
|
20% |