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Design of Master Agreements for OTC Derivatives by Dietmar Franzen
Design of Master Agreements for OTC Derivatives by Dietmar Franzen
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Design of Master Agreements for OTC Derivatives

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Description

The book deals with the design of bilateral contractual arrangements for OTC (over-the-counter)-traded derivatives transactions. These arrangements govern inter alia the rights and obligations of the parties in the event of a default. The main provisions of the widely used ISDA Master Agreements as well as their relation to insolvency law are described in the text. The formal analysis focuses on the trade-off between protecting the interests of the non-defaulting party and enabling the failed counterparty to reorganize its liabilities in order to avoid inefficient liquidations. The results of the book challenge some widely held beliefs about the benefits of certain provisions commonly used in master agreements. The analysis also suggests implications for the pricing of risky derivatives transactions containing these provisions.
Release date Australia
October 4th, 2000
Audience
  • Professional & Vocational
Edition
Softcover reprint of the original 1st ed. 2001
Illustrations
VIII, 184 p.
Pages
184
Dimensions
155x235x10
ISBN-13
9783540679349
Product ID
12381770

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