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| {{eqderivanat|12.8(e)|}} | | {{manual|DEQ|2002|12.8(e)|Section|12.8(e)|short}} |
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| 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).
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| {{2002 ISDA Equity Derivatives Definitions Section 12.8 TOC}}
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