Template:M comp disc Equity Derivatives Calculation Agent, Determining Party and Hedging Party: Difference between revisions
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[[Agents and Parties - Equity Derivatives Provision|There]] is no provision per se, but these are the three key determiners of values in an Equity Derivatives Transaction, at least as envisaged by the {{eqdefs}}. | [[Agents and Parties - Equity Derivatives Provision|There]] is no provision per se, but these are the three key determiners of values in an Equity Derivatives Transaction, at least as envisaged by the {{eqdefs}}. | ||
Between them, the definitions of {{eqderivprov|Calculation Agent}}, {{eqderivprov|Determining Party}} and {{eqderivprov|Hedging Party}} rich fodder for [[buy-side legal eagle]]s to make a nuisance of themselves arguing the toss over plainly fatuous “potential” risks. This is good for the healthy revenues that flow into that cottage industry of master agreement negotiations, but an appalling waste of time on any other axis. | |||
Latest revision as of 15:03, 9 May 2022
There is no provision per se, but these are the three key determiners of values in an Equity Derivatives Transaction, at least as envisaged by the 2002 ISDA Equity Derivatives Definitions.
Between them, the definitions of Calculation Agent, Determining Party and Hedging Party rich fodder for buy-side legal eagles to make a nuisance of themselves arguing the toss over plainly fatuous “potential” risks. This is good for the healthy revenues that flow into that cottage industry of master agreement negotiations, but an appalling waste of time on any other axis.