Template:Isda Automatic Early Termination premium

From The Jolly Contrarian
Revision as of 11:51, 12 October 2024 by Amwelladmin (talk | contribs)
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It is a regulatory capital tool, not a credit mitigant

  • The case for end-users being blasé
  • Not a “nice to have”
  • Formal bankruptcy petitions and grace periods
  • Formal bankruptcy petitions and grace periods
  • Conventional view: just ignore the grace periods
  • JC’s view: you can’t ignore grace periods
  • “Büchsteinian indeterminacy”
  • Whither market risk during a period of indeterminacy?
  • Anticipatory waiver?
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