Template:Nutshell Equity Derivatives 12.8(c): Difference between revisions

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:{{eqderivprov|12.8(c)}}: In determining a {{eqderivprov|Cancellation Amount}}, the {{eqderivprov|Determining Party}} may consider [[dealer]] quotations for replacement transactions (which may factor in its own creditworthiness), relevant market data and similar material from internal sources and {{eqderivprov|Affiliates}} where they are regularly used by the {{eqderivprov|Determining Party}} in its business for similar valuations.<br>
:{{eqderivprov|12.8(c)}}: In determining a {{eqderivprov|Cancellation Amount}}, the {{eqderivprov|Determining Party}} may consider:
::(i) '''[[Dealer]] quotations''': [[dealer]] quotations for replacement transactions  
::(ii) '''Market data''': market data; and  
::(iii) '''Internal valuations''': similar material from internal sources and {{eqderivprov|Affiliates}} where they are regularly used by the {{eqderivprov|Determining Party}} in its business for similar valuations.<br>

Latest revision as of 17:20, 5 September 2018

12.8(c): In determining a Cancellation Amount, the Determining Party may consider:
(i) Dealer quotations: dealer quotations for replacement transactions
(ii) Market data: market data; and
(iii) Internal valuations: similar material from internal sources and Affiliates where they are regularly used by the Determining Party in its business for similar valuations.