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[[12.8 - 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]]). |