Relevant bibliographies by topics / International Swaps and Derivatives Association (ISDA)

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  2. Dissertations / Theses
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Academic literature on the topic 'International Swaps and Derivatives Association (ISDA)'

Author: Grafiati
Published: 4 June 2021
Last updated: 12 February 2022

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Journal articles on the topic "International Swaps and Derivatives Association (ISDA)"

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Biggins, John. "‘Targeted Touchdown’ and ‘Partial Liftoff’: Post-Crisis Dispute Resolution in the OTC Derivatives Markets and the Challenge for ISDA*." German Law Journal 13, no. 12 (December 1, 2012): 1297–328. http://dx.doi.org/10.1017/s2071832200017879.

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Since the 1980s, influential participants in the niche over-the-counter (OTC) derivatives markets have sought to encourage contractual standardization in the industry to mitigate the potential for unforeseen legal interruptions and ensure the enforceability of OTC derivatives contracts. The International Swaps and Derivatives Association (ISDA), a trade association and standard-setter, has spearheaded this effort; resulting in the creation and sustenance of a highly successful transnational private regulatory regime (TPRER). Most notably, ISDA has generated a standardized boilerplate contract for OTC derivatives, known as the ‘ISDA Master Agreement’. However, the TPRER within which the ISDA Master Agreement operates displays some intriguing features and paradoxes. Chief amongst these paradoxes is that, while this TPRER appears at first glance to be highly legalistic and formal, indications are that rates of formal litigation between members of the regulatory regime have traditionally been low relative to the size of the market (the total notional amount of OTC derivatives contracts outstanding at the end of 2011 was estimated at US$648 trillion).
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Horst, Johan. "Lex Financiaria. Das transnationale Finanzmarktrecht der International Swaps and Derivatives Association (ISDA)." Archiv des Völkerrechts 53, no. 4 (2015): 461. http://dx.doi.org/10.1628/000389215x14551101169927.

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BRIGO, DAMIANO, AGOSTINO CAPPONI, ANDREA PALLAVICINI, and VASILEIOS PAPATHEODOROU. "PRICING COUNTERPARTY RISK INCLUDING COLLATERALIZATION, NETTING RULES, RE-HYPOTHECATION AND WRONG-WAY RISK." International Journal of Theoretical and Applied Finance 16, no. 02 (March 2013): 1350007. http://dx.doi.org/10.1142/s0219024913500076.

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This article is concerned with the arbitrage-free valuation of bilateral counterparty risk through stochastic dynamical models when collateral is included, with possible rehypothecation. The payout of claims is modified to account for collateral margining in agreement with International Swap and Derivatives Association (ISDA) documentation. The analysis is specialized to interest-rate and credit derivatives. In particular, credit default swaps are considered to show that a perfect collateralization cannot be achieved under default correlation. Interest rate and credit spread volatilities are fully accounted for, as is the impact of re-hypothecation, collateral margining frequency, and dependencies.
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Kowalski, Robert, and Akber Datoo. "Logical English meets legal English for swaps and derivatives." Artificial Intelligence and Law, August 12, 2021. http://dx.doi.org/10.1007/s10506-021-09295-3.

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AbstractIn this paper, we present an informal introduction to Logical English (LE) and illustrate its use to standardise the legal wording of the Automatic Early Termination (AET) clauses of International Swaps and Derivatives Association (ISDA) Agreements. LE can be viewed both as an alternative to conventional legal English for expressing legal documents, and as an alternative to conventional computer languages for automating legal documents. LE is a controlled natural language (CNL), which is designed both to be computer-executable and to be readable by English speakers without special training. The basic form of LE is syntactic sugar for logic programs, in which all sentences have the same standard form, either as rules of the form conclusion if conditions or as unconditional sentences of the form conclusion. However, LE extends normal logic programming by introducing features that are present in other computer languages and other logics. These features include typed variables signalled by common nouns, and existentially quantified variables in the conclusions of sentences signalled by indefinite articles. Although LE translates naturally into a logic programming language such as Prolog or ASP, it can also serve as a neutral standard, which can be compiled into other lower-level computer languages.
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"Interview with David Geen, the European General Counsel of the International Swaps and Derivatives Association (ISDA)." Law and Financial Markets Review 1, no. 4 (July 2007): 277–81. http://dx.doi.org/10.1080/17521440.2007.11427891.

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6

Borowicz, Maciej. "Accountability in Transnational Contractual Governance: The International Swaps and Derivatives Association." SSRN Electronic Journal, 2012. http://dx.doi.org/10.2139/ssrn.2185725.

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"The Collateral-Linked Currency Forward (CLCF) Contract: Blockchain-Enabled OTC Currency Forward Market Infrastructure." Journal of Index Investing, September 1, 2018. http://dx.doi.org/10.3905/jii.2018.9.2.027.

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We eliminate the primary source of uncompensated risk from trading in one of the largest sectors of the global financial markets. Market infrastructure enhancements are achieved in the foreign exchange (FX) forward contract market by integrating distributed ledger technology (DLT) into the creation of collateral-linked contracts for currency forwards (CLCF). Specifically, we deploy DLT with embedded automation as the shared platform for bilateral FX forward contracts, including operational provisions of International Swaps and Derivatives Association and Credit Support Annex agreements. Through automation, we link the economics of the currency forward contract and the price-volatility-induced counterparty exposures, bringing intraday counterparty risk to within mutually acceptable ranges. The essential benefits of the over-the-counter market structure are preserved because CLCF contracts remain bilateral to allow for customized terms and conditions between market participants. Reduced concentration risk is also preserved because there is no central counterparty or central clearing organization into which all risks are pooled. As a result, liquidity is enhanced and risk is reduced in the FX forward contract market.
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Dissertations / Theses on the topic "International Swaps and Derivatives Association (ISDA)"

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Palseur, Alban. "Participation à l'étude de la qualification juridique des produits dérivés de crédit en droit français." Thesis, Lyon 3, 2011. http://www.theses.fr/2011LYO30075/document.

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Depuis la succession des récentes crises financières, les « dérivés de crédit » connaissent une notoriété médiatique très intense qui dépasse la seule sphère des spécialistes. Créés au début des années 1990, ils sont des instruments financiers de transfert du risque de crédit. Ils autorisent tant la protection que la spéculation. Ils sont juridiquement documentés par des conventions-Cadres proposées par l’International Swaps and Derivatives Association (ISDA), et dans une très petite mesure, par la Fédération Bancaire Française en France. Ils regroupent cinq grandes catégories de contrat : « credit default swap » ou « contrat d’échange sur le risque de crédit », « credit linked notes » ou « dérivé de crédit titrisé », « credit spread option » ou « option sur écart de taux », « credit spread forward » ou « dérivé sur écart de taux » et « total rate of return swap » ou « dérivé de transfert total de rendement ». La nature et la diversité des « dérivés de crédit » posent depuis toujours de sérieuses difficultés de qualification dans de nombreux pays. En droit français, si une qualification commune semble émerger, celle d’instrument financier, elle est hélas insuffisante à apporter un régime juridique complet. Un travail complémentaire de qualification est indispensable pour chaque contrat membre des « dérivés de crédit »
Nowadays, since financial crisis, « credit derivatives » are famous. Born in 1990’s, they transfer the credit risk. They are speculation’s instrument or margin’s instrument. International Swaps and Derivatives Association (ISDA), and the Fédération Bancaire Française (in France), point to pattern juridical agreement. Credit derivatives include five big sort of agreement : « credit default swap » (« contrat d’échange sur le risque de crédit »), « credit linked notes » (« dérivé de crédit titrisé »), « credit spread option » (« option sur écart de taux »), « credit spread forward » (« dérivé sur écart de taux ») and « total rate of return swap » (« dérivé de transfert total de rendement »). Their variety and essence ask difficult question of juridical appreciation in many countries. In French law, credit derivatives are « instrument financier ». But this juridical appreciation is incomplete. Every sort of agreement must being individually studies
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Books on the topic "International Swaps and Derivatives Association (ISDA)"

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Simon, Grieser, and Mecklenburg Christian. 6 The Revision of the Credit Derivative Definitions in the Context of the Bank Recovery and Resolution Directive. Oxford University Press, 2016. http://dx.doi.org/10.1093/law/9780198754411.003.0006.

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This chapter examines the adaptation of the International Swaps and Derivatives Association (ISDA) framework by means of the 2014 ISDA Credit Derivatives Definitions (2014 Definitions) in addressing how the EU Bank Recovery and Resolution Directive (BRRD) affects credit derivatives. Particularly, it analyses how the institution or obligation to which the credit derivative is referenced becomes subject to the measures. Financial derivatives are financial instruments which provide for an immediate or future exchange of a reference value. Its price inter alia derives from the underlying reference value. Credit Derivatives help transferring the risk of a referenced third party defaulting on its obligation from the buyer to the seller of the Credit Derivative. The chapter explores the documentation of Credit Derivatives and the adjustments made during the financial crisis. It concludes with an analysis of the BRRD from a Credit Derivatives’ perspective and illustrates experiences made during the financial crisis.
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Rick, Grove. 4 Overview of Derivative Financial Products. Oxford University Press, 2015. http://dx.doi.org/10.1093/law/9780199687862.003.0004.

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This chapter begins with a description of the volatility of financial markets. It then turns to ‘swaps’, a tool developed by banks and investment banks to deal with the increasing volatility in foreign exchange rates, interest rates, and commodity prices in the 1970s. This is followed by a discussions on the founding of the International Swaps and Derivatives Association (ISDA) in 1984 and how companies' use derivatives to manage and hedge their market risks.
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Jeffrey, Golden, and Werner Peter. 1 The Modern Role of Arbitration in Banking and Finance. Oxford University Press, 2015. http://dx.doi.org/10.1093/law/9780199687862.003.0001.

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The International Swaps and Derivatives Association (ISDA) published its first Arbitration Guide on September 9, 2013 to provide its members with an overview of and guidance on: dispute settlement by arbitration; key features of arbitral procedure and relevant distinctions with litigation in domestic courts; and reasons why ISDA members might consider arbitration for complex product disputes arising under their ISDA Master Agreements. This chapter explores the themes which inspired derivative market interest in the 2013 ISDA Arbitration Guide and, in turn, inspired the collaboration that led to the publication of this volume. In so doing, it draws attention to a much wider range of financial market disputes than just those relating to complex products and the relevance of arbitration to this broader category of disputes about banking and finance.
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Book chapters on the topic "International Swaps and Derivatives Association (ISDA)"

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"International Swaps and Derivatives Association (ISDA)." In ACT Companion to Treasury Management, 86–87. Elsevier, 1999. http://dx.doi.org/10.1016/b978-1-85573-327-5.50117-6.

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"3 Financial Collateral Transactions and their Standardization." In Financial Collateral, edited by Haentjens Matthias. Oxford University Press, 2020. http://dx.doi.org/10.1093/law/9780198816935.003.0003.

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This chapter examines collateral transactions. Being the backbone of secured funding with financial market counterparties, collateral underpins a variety of financial transactions within the global marketplace, such as repurchase agreements (repos), securities lending, and derivatives transactions-often collectively referred to as 'collateralised finance transactions' or simply 'collateral transactions'. In order to legally underpin a collateral transaction, parties to the transaction generally enter into the applicable master agreement, which will be a standard template document created and maintained by the relevant industry association. These include the Global Master Repurchase Agreement for repos; the Global Master Securities Lending Agreement for securities lending transactions; and the International Swaps and Derivative Association Credit Support Annex under the ISDA Master Agreement for derivatives transactions. The master agreements are standardised contracts in effect setting out the rights and obligations of the parties to relevant transactions. These contracts provide market participants with substantial standardization, efficiency, predictability, legal certainty, and flexibility in respect of legal and commercial aspects of transactions. In essence, these contracts are so widely used and with so little derogations that they function as lex mercatoria or the international law that applies to certain transactions between certain market participants.
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