Template:M summ Equity Derivatives 12.8(e): Difference between revisions
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Amwelladmin (talk | contribs) Created page with "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..." |
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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]]). | [[12.8(e) - Equity Derivatives Provision|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]]). | ||
Revision as of 15:13, 24 September 2020
This makes it clear that on a Hedging Disruption, for example, the 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).