Klein; Gooch

Documentation for derivatives, volume 2

This 4th edition has been fully revised and expanded. Volume 2 includes a clause by clause examination of ISDA-based Master Agreements. The reader will be able to understand the features of the agreements and how they relate to each other, and be able to amend and enhance them to best achieve the client's objectives. The text also includes a detailed analysis of ISDA's credit support annexes and 2001 Margin Provisions, as well as extensive material on cross-product risk management.