Valuation agent: Difference between revisions
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imported>Doug Williamson (Create page. Source: The Treasurer, December 2019, p37.) |
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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.
