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Clearing and Settlement of Derivatives
book

Clearing and Settlement of Derivatives

by David Loader
September 2005
Intermediate to advanced
272 pages
9h 8m
English
Butterworth-Heinemann
Content preview from Clearing and Settlement of Derivatives
International Securities
Identification (ISN) 187
International Swaps and Derivatives
Association (ISDA) 31, 105
intra-day margin 127, 187
intrinsic value 187
investment
banks 187
business 187
grade 187
trust company 187
Investment Services Directive
(ISD) 187
investments 187
invoice amount 188
IPE Brent Crude Delivery
Mechanism 68–70
IPE Brent Crude futures 27–31
K
knock-out/knock-in options 104
know your customer 188
Korea Stock Exchange 4
Kospi option 4
L
last notice day 61, 188
Last Trading Day 17, 18, 24, 48,
61–2, 188
layering 188
LCH/LCH.Clearnet 36, 40–1,
135–9, 188
delivery procedures 62–8
leverage 188
LIBID 188
LIBOR see London Interbank
Offer Rate (LIBOR)
LIFFE Connect ...
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Publisher Resources

ISBN: 9780750664523