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Template:M summ Equity Derivatives 12.8(e): Difference between revisions
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Template:M summ Equity Derivatives 12.8(e) (view source)
Revision as of 15:13, 24 September 2020
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Amwelladmin (talk | contribs) (Created page with "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...") |
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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]]). | [[12.8(e) - Equity Derivatives Provision|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]]). | ||