Valuation agent

From ACT Wiki
Revision as of 18:13, 4 July 2022 by imported>Doug Williamson (Add link.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to navigationJump to search

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