| 场外衍生交易主协议提前终止金额计算问题研究 |
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| 引用本文： | 赵勤智. 场外衍生交易主协议提前终止金额计算问题研究[J]. 金融理论与实践, 2010, 0(3) |
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| 作者姓名： | 赵勤智 |
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| 作者单位： | 中国银行总行,北京,100818 |
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| 摘 要： | 本文以ISDA主协议中的提前终止金额计算条款为主要分析对象,结合2008年发生的雷曼系公司破产事件及其他典型案例,论证了1992年版ISDA协议项下市场报价法(国内银行所签ISDA协议基本都约定以该方法计算提前终止金额)和损失法存在的重大缺陷,以及向2002年版ISDA协议项下终止款项法过渡的必然性,并对国内银行今后应如何处理ISDA协议和NAFMII协议项下的提前终止金额计算问题提出了政策建议。
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| 关 键 词： | ISDA 市场报价法 损失法 终止款项法 |
Close-out Amount Calculation for Early Termination According to Master Agreement of Over-the-counter Transactions |
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| Zhao Qin-zhi. Close-out Amount Calculation for Early Termination According to Master Agreement of Over-the-counter Transactions[J]. Financial Theory and Practice, 2010, 0(3) |
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| Authors: | Zhao Qin-zhi |
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| Affiliation: | Zhao Qin-zhi |
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| Abstract: | In this paper,we mainly analyze the agreement provisions of close-out amount for early termination; discuss the great flaws of market quotation and loss method under 1992's ISDA Agreement using the case of Lehman Brothers' bankruptcy and other typical cases,the necessity to adopt termination amount approach,and make suggestions on close-out amount calculation. |
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| Keywords: | ISDA Market Quotation Loss |
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