The 1998 FX and currency option definitions are intended for use in confirmations of individual transactions governed by (i) the 1992 ISDA Master Agreements (ii) the International Foreign Exchange and Options Master Agreement (FEOMA), the International Foreign Exchange Master Agreement (IFEMA) and t...

Ausführliche Beschreibung

Bibliographische Detailangaben

Körperschaft:	International Swap Dealers Association (VerfasserIn)
Format:	Buch
Sprache:	English
Veröffentlicht:	New York The Association © 1998
Schlagworte:	Interest rate futures Hedging (Finance) Foreign exchange market Foreign exchange futures
Zusammenfassung:	The 1998 FX and currency option definitions are intended for use in confirmations of individual transactions governed by (i) the 1992 ISDA Master Agreements (ii) the International Foreign Exchange and Options Master Agreement (FEOMA), the International Foreign Exchange Master Agreement (IFEMA) and the International Currency Options Market Master Agreement (ICOM), each published by the Foreign Exchange Committee in association with the British Bankers' Association, the Canadian Foreign Exchange Committee and the Tokyo Foreign Exchange Market Practices Committee and (iii) other similar agreements. The purpose of these definitions is to provide the basic framework for the documentation of privately negotiated FX and currency option transactions, including those transactions previously documented under the 1992 ISDA FX and Currency Option Definitions. These definitions are an expansion of the 1992 definitions and cover a wider range of currencies and transactions. The most significant new concepts are the inclusion of certain disruption events and disruption fallbacks, which enable parties to a transaction to allocate certain event risks by providing an agreed upon method for settling a transaction upon the occurrence of those events. These concepts may be applicable to certain currency transactions, such as those involving emerging market currencies
Beschreibung:	vi, 49 pages forms 28 cm