Template:M comp disc Equity Derivatives 12.9: Difference between revisions

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Section {{eqderivprov|12.9}} of the {{eqderivprov|Extraordinary Events}} chapter are the {{eqderivprov|Additional Disruption Events}}, which are specific to the swap itself, as distinct from the underlying {{eqderivprov|Share}}s, {{eqderivprov|Index}}es or the wider market — though (needless to say, really) the {{eqderivprov|Additional Disruption Events}} are often a function of — [[derivative]] of, even — events in the underlying market.
{{eqdtoc|12.9}}


{{extraordinary events capsule}}
Section {{eqderivprov|12.9}} of the {{eqderivprov|Extraordinary Events}} chapter are the {{eqderivprov|Additional Disruption Events}}. Unlike the other {{eqderivprov|Extraordinary Events}}, these ones are specific to the equity derivative {{eqderivprov|Transaction}} itself, as distinct from the underlying {{eqderivprov|Share}}s or {{eqderivprov|Index}}es, or conditions in the wider market — though (needless to say, really) the {{eqderivprov|Additional Disruption Events}} for the {{eqderivprov|Transaction}} are often a function of — [[derivative]] of, even — such events in the underlying market.

Latest revision as of 14:40, 17 May 2022

Section 12.9. Additional Disruption Events

Section 12.9(a): The actual Additional Disruption Events
12.9(a)(i) Additional Disruption Event
12.9(a)(ii) Change in Law
12.9(a)(iii) Failure to Deliver
12.9(a)(iv) Insolvency Filing
12.9(a)(v) Hedging Disruption
12.9(a)(vi) Increased Cost of Hedging
12.9(a)(vii) Loss of Stock Borrow
12.9(a)(viii) Increased Cost of Stock Borrow

Section 12.9(a): Other definitions relating to Additional Disruption Events

12.9(a)(ix) Hedging Party
12.9(a)(x) Hedging Shares
12.9(a)(xi) Lending Party
12.9(a)(xii) Non-Hedging Party
12.9(a)(xiii) Maximum Stock Loan Rate
12.9(a)(xiv) Initial Stock Loan Rate
12.9(a)(xv) Price Adjustment
12.9(b) Consequences of an Additional Disruption Event
12.9(b)(i) Consequences of Change in Law or Insolvency Filing
12.9(b)(ii) Consequences of Failure to Deliver
12.9(b)(iii) Consequences of Hedging Disruption
12.9(b)(iv) Consequences of Loss of Stock Borrow
12.9(b)(v) Consequences of Increased Cost of Stock Borrow
12.9(b)(vi) Consequences of Increased Cost of Hedging
12.9(b)(vii) Consequences of Hedging Disruption and Loss of Stock Borrow
12.9(b)(viii) Shares provided by the Non-Hedging Party
12.9(b)(ix) Cancellation Amount payable by one party to the other

Section 12.9 of the Extraordinary Events chapter are the Additional Disruption Events. Unlike the other Extraordinary Events, these ones are specific to the equity derivative Transaction itself, as distinct from the underlying Shares or Indexes, or conditions in the wider market — though (needless to say, really) the Additional Disruption Events for the Transaction are often a function of — derivative of, even — such events in the underlying market.

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