Compliance:

Documentation for Derivatives, 4th Edition (Hardback)

Euromoney Institutional Investor PLC
Book  November 2000

Paper - GBP 270.00  


Written by leading US financial lawyers Anthony C. Gooch of Cleary, Gottlieb, Steen & Hamilton and Linda B. Klein of Dewey Ballantine LLP, this fully revised, updated and expanded book is the fourth edition of the best-selling guide to derivatives documentation.


Volume 1 explores the main legal issues so you can check whether agreements are enforceable and whether they present problems under U.S. commodities and securities laws. Descriptions of specific classes of products are accompanied by sample confirmations, to help you protect your and your clients’ interests. The volume includes documentation for swaps; caps and floors; collars and corridors; swaptions; FRAs; currency products (swaps, forwards and options); commodity-linked derivatives; credit, debt and equity derivatives (including credit default swaps and equity index swaps); and weather derivatives.

Volume 2 includes a clause by clause examination of ISDA-based Master Agreements. You will understand the features of the agreements and how they relate to each other, and be able to amend and enhance them to best achieve your client’s objectives. Also included is detailed analysis of ISDA’s credit support annexes and 2001 Margin Provisions, as well as extensive material on cross-product risk management. Decades of documentation experience and insight distilled into two volumes. This is an essential documentation tool for anyone working in or around the derivatives markets.

“One cannot negotiate an ISDA Master Agreement and do justice to its complexity and intricacy without consulting “Documentation for Derivatives” regardless of one’s level of expertise in the area.” - Professor Christian A. Johnson, Loyola University of Chicago School of Law (of the 3rd Edition)

Anthony C. Gooch is Of Counsel to Cleary, Gottlieb, Steen & Hamilton, based in the firm's New York Office. He also serves as General Counsel to the International Institute of Rural Reconstruction, a not-for-profit organization that works to better the conditions of the rural poor in Asia, Africa and Latin America.

Mr. Gooch has worked in international financial and commercial transactions, including documentation for transactions of the kinds illustrated in this book, domestic and international loans, sovereign debt restructuring, international debt and equity issues, investment company offerings, asset securitization's, privatization's, and cross border mergers and acquisitions. Mr. Gooch grew up in Brazil, and his practice has included work for Brazilian Private and public - sector entities, as well as international investors, lenders and investment banks with interests in Brazil and other Latin American countries. He holds a B.A. degree from the University of the South, a diploma from the College of Europe and J.D. and M.C.J. degrees from New York University School of Law, where he was Articles Editor of the Law Review.

Linda B. Klein is a partner of Dewey Ballantine LLP, based in the firm's New York office, she works on a wide variety of domestic and international financial transactions. Her Practice includes work on derivatives transactions of all kinds, as well as international loans and issues of debt and equity, particularly those involving Latin American borrowers and issuers, sovereign and private sector debt restructuring, participation and assignment agreements and structured financings. She holds B.A. an d M.A. degrees from Queens College and J.D. and Ph.D. degrees from Columbia University, where she taught Latin American literature from 1971 to 1976 and was Editor-in-Chief of the Journal of Transnational Law in 1978-1979.

Ms. Klein and Mr. Gooch are also the authors of Euromoney's book on Documentation for Loans, Assignments and Participations, now in its third edition, as well as numerous articles and contributions to collections of works on legal topics. They live in Redding, Connecticut.

Table of Contents:
Volume I

About the Authors

Table of Abbreviations

Preface to the Fourth Edition

General Introduction

Part 1: Legal Issues in Derivatives Documentation

Chapter 1. Power and Authority to Enter into Derivatives Transactions

Chapter 2. Statutes of Frauds and Parol Evidence Rules

Chapter 3. Commodities, Gaming and Bucket-Shop Laws

Chapter 4. Securities Laws

Chapter 5. Counterparty Relationships and Duties

Chapter 6. Damages and Close-Out Settlement

Chapter 7. Bankruptcy and Insolvency Concerns

Chapter 8. U.S. Withholding Tax Issues

Part 2: Sample Confirmations and Product Descriptions

Introduction to Part 2

Interest Rate Products

Introductory Note

Rate Swaps

Sample Rate Swap Confirmation

Caps and Floors

Sample Rate Cap Confirmation

Collars and Corridors

Sample Rate Collar Confirmation

Options on Swaps ("Swaptions")

Sample Swaption Confirmation

Forward Rate Agreements (FRAs)

Sample FRA Confirmation

Currency Derivatives

Introductory Note

Currency Swaps

Sample Cross-Currency Rate Swap Confirmation

Forward Foreign Exchange Contracts

Sample Confirmation for a Deliverable FX Transaction

Currency Options

Sample Confirmation for a Non-Deliverable Currency Option

Commodity Derivatives

Introductory Note

Sample Confirmation for a Cash-Settled Commodity Swap

Sample Confirmation for a Cash-Settled Commodity Price Floor

Sample Confirmation for a Cash-Settled Bullion Swap

Sample Confirmation for a Physically Settled Bullion Trade

Credit, Debt and Equity Derivatives

Introductory Note

Credit Default Swaps

Sample Confirmation for a Credit Default Swap

Equity Derivatives

Sample Confirmation for an Equity Index Swap

Weather Derivatives

Introductory Note

Sample Confirmation for an HDD Swap

Sample Confirmation for an ATDD Cap

Volume II

Part 3: Sample ISDA Multicurrency—Cross Border Master Agreement
and Closing Documents

Introduction to Part 3

Sample Master Agreement

Schedule

Form of Guaranty

Form of Legal Opinion

Form of Closing Certificate

Part 4: Sample ISDA Local Currency—Single Jurisdiction Master Agreement for Transactions with a U.S. Municipal Counterparty

Introduction to Part 4

Sample Master Agreement

Schedule

Part 5: Credit Support

Introduction to Part 5

Sample Documentation

Credit Support Annex for Two-Way Credit Support

Paragraph 13 for a One-Way Credit Support Annex

Recouponing Provisions

Provisions for a Securities-Linked Transaction

Amendment to Adopt a Credit Support Annex

Part 6:

Cross-Product Master Agreements, Contract

Bridges, Setoff and Other Approaches to Multiple Agreement Risk

Introduction to Part 6

Sample Cross-Product Master Agreement

Index 1359





For full details, please email emmap@cmsinfo.com

Order Form




CMS, P&A House, Alma Road, Chesham, Bucks. HP5 3HB, UK
Tel:     +44 (0)1494 771734
Fax:   +44 (0)1494 778994
e-mail: emmap@cmsinfo.com
copyright © 2008 all rights reserved

For more information about us, visit CMSinfo.

footer bar