Derivative

Skeleton

By Format

Securities

• Debt Capital Markets
  • Medium Term Note Programmes
  • Stand Alone Eurobond Issuance
• Structured Securities
  • Structured Medium Term Notes
  • Repackagings and Securitisation

OTC

• ISDA Master Agreement

By Master Agreement

Derivatives

• ISDA Master Agreement
  • 1992 ISDA
  • 2002 ISDA
• ISDA Credit Support Annex
  • 1995 CSA (title transfer - English Law)
  • 1994 NY CSA (pledge - New York Law)
• European Master Agreement
• Domestic european master agreements
  • Deutsche Rahmenvertrag (German Master Agreement)
  • FBF (French Master Agreement)
  • CMOF (Spanish Master Agreement)

Securities Financing

Stock Lending

• Global Master Securities Lending Agreement (GMSLA)
• Master Securities Lending Agreement (MSLA)
• Legacy Stock Lending Agreements

Repurchase Agreements

• Global Master Repurchase Agreement (GMRA)
• Master Repurchase Agreement (MRA)

By Asset Class

• Equity Derivatives
• Credit Derivatives
• Currency Derivatives
• Interest Rate Derivatives
• Commodity Derivatives

By Risk

Regulatory Environment=

Implications for derivatives and capital markets transactions of regulatory initiatives.

Regulatory Initiatives

This should cross reference where appropriate the Financial Services Module

Supervision and Market Infrastructure

Regulations

• Dodd Frank
• European Market Infrastructure Regulation (EMIR)

Investor Protection

Regulations

• MiFID
• Prospecus Directive/PRIPS

Capital, Liquidity and Financial Stability

Regulations

• Capital Requirements Directive (CRD4)
• Basel III

Risk Weighted Asset Classification

• Banking book
• Trading Book