Derivative: Difference between revisions
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==[[Securities]]== | ==[[Securities]]== | ||
===[[Debt Capital Markets]]=== | ===[[Debt Capital Markets]]=== | ||
*[[Medium Term Note]] Programmes | *[[Medium Term Note]] Programmes | ||
*Stand Alone [[Eurobond]] Issuance | *Stand Alone [[Eurobond]] Issuance | ||
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*US registration and Safe Harbors | *US registration and Safe Harbors | ||
*retail investor products | *retail investor products | ||
===[[Structured Securities]]=== | ===[[Structured Securities]]=== | ||
*Structured [[Medium Term Note]]s | *Structured [[Medium Term Note]]s | ||
| Line 31: | Line 29: | ||
==[[Over-The-Counter]] Transactions== | ==[[Over-The-Counter]] Transactions== | ||
===Derivatives=== | ===Derivatives=== | ||
====[[Swaps]]==== | |||
=====[[ISDA]]===== | |||
*{{isdama}} | *{{isdama}} | ||
**{{1992ma}} | **{{1992ma}} | ||
| Line 48: | Line 38: | ||
**{{1995csa}} (title transfer - English Law) | **{{1995csa}} (title transfer - English Law) | ||
**{{1994csa}} (pledge - New York Law) | **{{1994csa}} (pledge - New York Law) | ||
=====[[Non-ISDA]]===== | |||
*[[European Master Agreement]] | *[[European Master Agreement]] | ||
*Domestic | *Domestic European master agreements | ||
**[[Deutsche Rahmenvertrag]] (German Master Agreement) | **[[Deutsche Rahmenvertrag]] (German Master Agreement) | ||
**[[FBF]] (French Master Agreement) | **[[FBF]] (French Master Agreement) | ||
**[[CMOF]] (Spanish Master Agreement) | **[[CMOF]] (Spanish Master Agreement) | ||
===Securities Financing=== | ====[[Futures]]==== | ||
====[[Spot]]==== | |||
====[[Forwards]]==== | |||
===[[Securities Financing]]=== | |||
====Stock Lending==== | ====Stock Lending==== | ||
*[[Global Master Securities Lending Agreement]] (GMSLA) | *[[Global Master Securities Lending Agreement]] (GMSLA) | ||
| Line 62: | Line 56: | ||
*[[Master Repurchase Agreement]] (MRA) | *[[Master Repurchase Agreement]] (MRA) | ||
===[[Commodities Trading]]=== | |||
(in scope?) | |||
===[[Prime Brokerage]]=== | |||
(in scope?) | |||
==By Asset Class== | ==By Asset Class== | ||
*[[Equity Derivatives]] | *[[Equity Derivatives]] | ||
| Line 68: | Line 66: | ||
*[[Interest Rate Derivatives]] | *[[Interest Rate Derivatives]] | ||
*[[Commodity Derivatives]] | *[[Commodity Derivatives]] | ||
==By Risk== | ==By Risk== | ||
===Market Risk=== | ===Market Risk=== | ||
====Market Disruption==== | |||
====Gap Risk==== | |||
===Credit Risk=== | ===Credit Risk=== | ||
==Regulatory Environment== | ==Regulatory Environment== | ||
Revision as of 17:55, 27 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
- Board Authorisation
- Side Letters, Agent Appointments and Dealer Confirmations
Hedging
- Term Funding
- Basis Risk
Offering and Resale
- US registration and Safe Harbors
- retail investor products
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)
Futures
Spot
Forwards
Securities Financing
Stock Lending
- Global Master Securities Lending Agreement (GMSLA)
- Master Securities Lending Agreement (MSLA)
- Legacy Stock Lending Agreements
Repurchase Agreements
Commodities Trading
(in scope?)
Prime Brokerage
(in scope?)
By Asset Class
- Equity Derivatives
- Credit Derivatives
- Currency Derivatives
- Interest Rate Derivatives
- Commodity Derivatives
By Risk
Market Risk
Market Disruption
Gap Risk
Credit Risk
Regulatory Environment
Implications for derivatives and capital markets transactions of regulatory initiatives. This should cross reference where appropriate the Financial Services Module