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Template:2002 ISDA Equity Derivatives Definitions 12.8(c): Difference between revisions
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Template:2002 ISDA Equity Derivatives Definitions 12.8(c) (view source)
Revision as of 13:34, 27 June 2013
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Amwelladmin (talk | contribs) (Created page with ":12.8(c) In determining a {{eqderivprov|Cancellation Amount}}, the {{eqderivprov|Determining Party}} may consider any relevant <br>information, including, without limitation, ...") |
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:12.8(c) In determining a {{eqderivprov|Cancellation Amount}}, the {{eqderivprov|Determining Party}} may consider any relevant <br>information, including, without limitation, one or more of the following types of information: <br> | :{{eqderivprov|12.8(c)}} In determining a {{eqderivprov|Cancellation Amount}}, the {{eqderivprov|Determining Party}} may consider any relevant <br>information, including, without limitation, one or more of the following types of information: <br> | ||
::(i) quotations (either firm or indicative) for replacement transactions supplied by <br>one or more third parties that may take into account the current creditworthiness of the <br>{{eqderivprov|Determining Party}} at the time the quotation is provided and the terms of any relevant <br>documentation, including credit support documentation, between the {{eqderivprov|Determining Party}} and the <br>third party providing the quotation; <br> | ::(i) quotations (either firm or indicative) for replacement transactions supplied by <br>one or more third parties that may take into account the current creditworthiness of the <br>{{eqderivprov|Determining Party}} at the time the quotation is provided and the terms of any relevant <br>documentation, including credit support documentation, between the {{eqderivprov|Determining Party}} and the <br>third party providing the quotation; <br> | ||
::(ii) information consisting of relevant market data in the relevant market supplied by <br>one or more third parties including, without limitation, relevant rates, prices, yields, yield curves, <br>volatilities, spreads, correlations or other relevant market data in the relevant market; or <br> | ::(ii) information consisting of relevant market data in the relevant market supplied by <br>one or more third parties including, without limitation, relevant rates, prices, yields, yield curves, <br>volatilities, spreads, correlations or other relevant market data in the relevant market; or <br> | ||
::(iii) information of the types described in (i) or (ii) above from internal sources <br>(including any {{eqderivprov|Affiliates}} of the {{eqderivprov|Determining Party}}) if that information is of the same type used by <br>the {{eqderivprov|Determining Party}} in the regular course of its business for the valuation of similar <br>transactions.<br> | ::(iii) information of the types described in (i) or (ii) above from internal sources <br>(including any {{eqderivprov|Affiliates}} of the {{eqderivprov|Determining Party}}) if that information is of the same type used by <br>the {{eqderivprov|Determining Party}} in the regular course of its business for the valuation of similar <br>transactions.<br> | ||