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Liquidation of hedges - Equity Derivatives Provision: Difference between revisions
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Liquidation of hedges - Equity Derivatives Provision (view source)
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{{fullanat|eqderiv|12.8(e)|}} | {{fullanat|eqderiv|12.8(e)|}} | ||
{{nuts|Equity Derivatives|12.8(e)|}} | {{nuts|Equity Derivatives|12.8(e)|}} | ||
This makes it clear that on a {{eqderivprov|Hedging Disruption}}, for example, the {{eqderivprov|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). | |||
{{2002 ISDA Equity Derivatives Definitions Section 12.8 TOC}} | {{2002 ISDA Equity Derivatives Definitions Section 12.8 TOC}} | ||