Template:2002 ISDA Equity Derivatives Definitions 12.8(g): Difference between revisions
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Amwelladmin (talk | contribs) Created page with "{{eqderivprov|12.8(g)}} Commercially reasonable procedures used in determining a {{eqderivprov|Cancellation Amount}} may <br>include the following: <br> :(i) application to re..." |
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{{eqderivprov|12.8(g)}} Commercially reasonable procedures used in determining a {{eqderivprov|Cancellation Amount}} may <br>include the following: <br> | :{{eqderivprov|12.8(g)}} Commercially reasonable procedures used in determining a {{eqderivprov|Cancellation Amount}} may <br>include the following: <br> | ||
:(i) application to relevant market data from third parties pursuant to Section <br>{{eqderivprov|12.8(c)(ii)}} above or information from internal sources pursuant to Section {{eqderivprov|12.8(c)(iii)}} above of <br>pricing or other valuation models that are, at the time of the determination of the Cancellation <br>Amount, used by the {{eqderivprov|Determining Party}} in the regular course of its business in pricing or valuing <br>transactions between the {{eqderivprov|Determining Party}} and unrelated third parties that are similar to the <br>relevant {{eqderivprov|Transaction}}; and <br> | ::(i) application to relevant market data from third parties pursuant to Section <br>{{eqderivprov|12.8(c)(ii)}} above or information from internal sources pursuant to Section {{eqderivprov|12.8(c)(iii)}} above of <br>pricing or other valuation models that are, at the time of the determination of the Cancellation <br>Amount, used by the {{eqderivprov|Determining Party}} in the regular course of its business in pricing or valuing <br>transactions between the {{eqderivprov|Determining Party}} and unrelated third parties that are similar to the <br>relevant {{eqderivprov|Transaction}}; and <br> | ||
:(ii) application of different valuation methods to the relevant {{eqderivprov|Transaction}} depending <br>on the type, complexity or size of the relevant {{eqderivprov|Transaction}}. <br> | ::(ii) application of different valuation methods to the relevant {{eqderivprov|Transaction}} depending <br>on the type, complexity or size of the relevant {{eqderivprov|Transaction}}. <br> |
Revision as of 13:59, 27 June 2013
- 12.8(g) Commercially reasonable procedures used in determining a Cancellation Amount may
include the following:
- (i) application to relevant market data from third parties pursuant to Section
12.8(c)(ii) above or information from internal sources pursuant to Section 12.8(c)(iii) above of
pricing or other valuation models that are, at the time of the determination of the Cancellation
Amount, used by the Determining Party in the regular course of its business in pricing or valuing
transactions between the Determining Party and unrelated third parties that are similar to the
relevant Transaction; and - (ii) application of different valuation methods to the relevant Transaction depending
on the type, complexity or size of the relevant Transaction.
- (i) application to relevant market data from third parties pursuant to Section