Unrelated party and Valuation agent: Difference between pages
From ACT Wiki
(Difference between pages)
imported>Doug Williamson m (Add category.) |
imported>Doug Williamson (Create page. Source: The Treasurer, December 2019, p37.) |
||
| Line 1: | Line 1: | ||
1. | |||
A party to an over-the-counter (OTC) derivatives transaction - such as an interest rate swap (IRS) or credit default swap (CDS) - responsible for calculating the value of the collateral relating to the transaction. | |||
2. | |||
A party with similar responsibilities under other transactions or arrangements. | |||
== See also == | == See also == | ||
*[[ | * [[Calculation agent]] | ||
*[[ | * [[Collateral manager]] | ||
*[[ | * [[Credit default swap]] | ||
*[[ | * [[Credit support annex]] | ||
* [[GFMA]] | |||
* [[Interest rate swap]] | |||
* [[International Swaps and Derivatives Association]] | |||
* [[ISDA/IIFM Tahawwut Master Agreement]] | |||
* [[Over the counter]] | |||
[[Category:Accounting,_tax_and_regulation]] | [[Category:Accounting,_tax_and_regulation]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Financial_products_and_markets]] | |||
Revision as of 22:10, 19 December 2019
1.
A party to an over-the-counter (OTC) derivatives transaction - such as an interest rate swap (IRS) or credit default swap (CDS) - responsible for calculating the value of the collateral relating to the transaction.
2.
A party with similar responsibilities under other transactions or arrangements.
