Template:M summ Equity Derivatives 12.8(e)

Revision as of 15:13, 24 September 2020 by Amwelladmin (talk | contribs)

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).