Liquidation of hedges - Equity Derivatives Provision: Difference between revisions

Latest revision as of 14:30, 17 May 2022

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-{{eqderivanat|12.8(e)|}}
+#redirect[[Cancellation Amount - Equity Derivatives Provision]]
-{{nuts|Equity Derivatives|12.8(e)}}
-This makes it clear that on a {{eqderivprov|Hedging Disruption}}, for example, the {{eqderivprov|Determining Party}} can pass on at least the [[market risk]] of replacing any disrupted hedge. (And probably the [[credit risk]] too, though where the hedge is a cash trade settling [[DVP]] there would be no credit exposure).
-{{2002 ISDA Equity Derivatives Definitions Section 12.8 TOC}}