Henderson on derivatives / Schuyler K Henderson.

London : LexisNexis UK, 2003.

23252

Derivative securities -- Law and legislation -- Great Britain.

Derivative securities.

1. Introduction to derivatives

Part I The technology, the products and the ISDA definitions

2. Basic structures, products and applications

3. The third wave and fourth wave of innovation

4. Equity derivatives

5. Credit derivatives

6. Credit derviatives documentation -

7. The non-dealing markets: structured products and structured financing

8. Special purpose entites, structures and synthetic securitisations

9. Derivatives risk

Part II The legal issues

10. Legal risk: the law, certainty and derivatives

11. Termination and close-out netting

12. Regulation of derivatives

13. Capacity and authority

14. Relationship of dealer and end-user: a duty?

15. Tax, accounting and capital

Part III The ISDA Master Agreement: documenting the relationship

16. Evolution, overview, scope, governing law and negotiation

17. Relationship of the parties, trading, confirmations and transfers

18. Selected documentation issues

19. Section 6

20. Enforcement of derivatives documentation

21. Credit support

22. ISDA documentation in non-standard contexts

Appendix A Selected definitions of derivatives

Appendix B ISDA 1992 Master Agreement

Appendix C ISDA 2002 Master Agreement.

Includes index.

0406949883

xxxii, 919 p.: ill.