Derivative: Difference between revisions
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__NOEDITSECTION__ | |||
=By Instrument= | =By Instrument= | ||
==[[Securities]]== | ==[[Securities]]== | ||
Revision as of 16:56, 28 June 2012
By Instrument
Securities
Debt Capital Markets
- Medium Term Note Programmes
- Stand Alone Eurobond Issuance
- Commercial Paper
Supporting Documentation
- Legal Documents
- Constituting Instruments
- Agency Agreements
- Terms and Conditions
- Offfering Materials
- ICMA form of Final Terms
- Board Authorisation
- Side Letters, Agent Appointments and Dealer Confirmations
Hedging
- Term Funding
- Basis Risk
Offering and Resale
Listing and Prospectus Directive
- Passporting and Home Regulators
- Listing Rules
- Regulated Stock Exchanges
- London Stock Exchange
- Irish Stock Exchange
- Luxembourg Stock Exchange
- other Stock Exchanges
- Non regulated market Stock Exchanges
- EuroMTF
- AIM
- Others
- ESMA-sponsored amendments to the Prospectus Directive
Selling Restrictions
- Jurisdictional Selling Restrictions Library
- Jurisdictional Tax Disclosure
Retail Sales
- Retail Distribution
- Retail Cascades
- Prospectus Consents
- Packaged Retail investor Products (PRIPs)
- Key Investor Disclosure document (KID)
US registration
- SEC Registration
- Safe Harbours and Exemptions
- Regulation S
- Rule 144A
Structured Securities
- Structured Medium Term Notes
- Repackagings and Securitisation
Exchange Traded Securities
- Exchange-Traded Funds (ETFs)
- Exchange-Traded Notes (ETNs)
Over-The-Counter Transactions
Derivatives
Swaps
ISDA
- ISDA Master Agreement
- ISDA Credit Support Annex
- 1995 CSA (title transfer - English Law)
- 1994 NY CSA (pledge - New York Law)
Non-ISDA
- European Master Agreement
- Domestic European master agreements
- Deutsche Rahmenvertrag (German Master Agreement)
- FBF (French Master Agreement)
- CMOF (Spanish Master Agreement)
Spot and Short Term Derivatives
These contracts are not necessarily traded under an ISDA framework but may will be traded according to Exchange rules or financial institutions' "Standard Terms of Business"
Securities Financing
Stock Lending
- Global Master Securities Lending Agreement (GMSLA)
- Master Securities Lending Agreement (MSLA)
- Legacy Stock Lending Agreements
Repurchase Agreements
Commodities Trading
Financial
- Commodity Derivatives
- Futures
- Commdity Indices
- Exchange Traded Commodity Products
Physical
Oil and Refined Products
Freight
Energy
- Coal
- Power
- Gas
- Carbon/Emissions
Metals
- Base Metals
- Precious Metals
Agrigultural Commodities
Commodities Documentation
- ISDA Commodities Definitions
- EFET - European Federation of Energy Traders Master Agreements (Power and Gas)
- IETA - International Emissions Trading Agreement
- SCOTA - Standard Coal Trading Agreement
Prime Brokerage
(in scope?)
Derivative Transactions
Market Risk
Asset Class
- Equity Derivatives
- Credit Derivatives
- Currency Derivatives
- Interest Rate Derivatives
- Commodity Derivatives
Market Disruption
Gap Risk=
Credit Risk
Collateral and Credit Support
Collateral
Overview
- Treasury, Liquidity implications of Collateral posting and recieving
- Rehypothecation and Client Assets protection
Credit Support Annex
- 1994 NY Pledge form of CSA
- 1995 english Law Title Transfer
Eligible Collateral
- Cash
- Sovereign Bonds
- Corporate Bonds
- Other Assets
- Letters of Credit
Non-Collateral Credit Support
- Guarantees
- "Liens" and Security Interests
Intercreditors and Loan financing
Regulatory Environment
Implications for derivatives and capital markets transactions of regulatory initiatives. This should cross reference where appropriate the Financial Services Module