Credit Swap Agreement Template for Canada

1. Credit Support Annex: Include when collateral arrangements are required between the parties

2. Multiple Reference Entities: Include when the swap covers multiple reference entities

3. Succession Events: Include when specific provisions for corporate succession events are needed

4. Additional Termination Events: Include when parties agree to specific additional termination triggers

5. Tax Provisions: Include when specific tax considerations or gross-up provisions are required

6. Break Clauses: Include when parties want periodic opportunities to terminate the swap

7. Regulatory Compliance: Include when specific regulatory reporting or compliance obligations need to be addressed

1. Schedule A - Transaction Details: Detailed economic terms, including reference entity information, credit events, and payment terms

2. Schedule B - Notice Information: Detailed contact information and procedures for various types of notices

3. Schedule C - Calculation Methods: Specific calculation methodologies for determining payments and valuations

4. Schedule D - Form of Confirmation: Template for transaction confirmations

5. Appendix 1 - Credit Support Terms: Detailed collateral requirements and procedures if applicable

6. Appendix 2 - Reference Entity Information: Detailed information about the reference entity or entities

7. Appendix 3 - Settlement Procedures: Detailed procedures for physical or cash settlement following credit events