ISDA®             

INTERNATIONAL SWAPS AND DERIVATIVES ASSOCIATION

NEWS RELEASE

 

For Immediate Release Wednesday, January 8, 2003

For More Information, Please Contact: Louise Marshall, lmarshall@isda.org

ISDA New York, Tel (212) 901-6000; Fax (212) 901-6001

 

 

 

ISDA PUBLISHES 2002 ISDA MASTER AGREEMENT

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2002 ISDA Equity Derivatives Definitions Also Released

 

NEW YORK, Wednesday, January 8, 2003 Reflecting the continued growth and innovation of the derivatives business, the International Swaps and Derivatives Association (ISDA) today announced the publication of the 2002 ISDA Master Agreement and the 2002 ISDA Equity Derivatives Definitions. (Key Changes)

 

Originally published in 1987 and last revised in 1992, the ISDA Master Agreement is widely recognized as a groundbreaking document that has enabled the growth of the risk management industry by enhancing legal certainty and reducing credit risk.  It establishes important international contractual standards, including those governing the netting of transactions between counterparties, and can be used to document a wide variety of transactions. Its importance to the global financial community has been described as “no less than the creation of global law by contractual consensus.”  Reflecting its wide acceptance, the vast majority of derivatives transactions executed annually are documented under the ISDA Master.

 

“The 2002 ISDA Master Agreement includes new provisions that reflect changes in industry dynamics over the past decade,” said Robert Pickel, ISDA’s Executive Director and CEO. “It represents a milestone in the Association’s efforts on behalf of its global membership to reduce risk and to promote practices conducive to the efficient conduct of the derivatives business,” Pickel added. “It also strengthens the ability of market participants to more effectively manage risk amidst the continuing growth and development of the derivatives industry.”

 

 

Among the new provisions in the 2002 ISDA Master Agreement are:

 

-         A single measure of damages standard, “Close-out Amount,” provides a means of valuing transactions, reflecting the increase in the volume and complexity of transactions over the past decade. Close-Out Amount replaces the Market Quotation and Loss methodology contained in the 1992 Master Agreement.  This enhancement was the product of dialogue among a broad cross-section of ISDA membership, including hedge funds, banks and dealers in Asia, Europe and North America. 

 

-         A Force Majeure Termination Event now offers parties the flexibility to terminate transactions impacted by certain events beyond their control, e.g., natural or man-made disasters.   

 

-         The reduction of the grace periods associated with several Events of Default, including Failure to Pay, Default Under Specified Transaction and Bankruptcy Events of Default. This reduction reflects parties’ ability to settle on a more expedited basis, due to the increased use of technology. The reduction also stemmed from experiences of being unable to close-out transactions on a timely basis during periods of market stress, as was encountered in the late 1990s during the Russian debt default and the Asian currency crisis. 

 

-         A set-off provision, which is important in default situations because it allows the non-defaulting party to attempt to garner other assets of the defaulting party other than the amounts it is owed.  Thus, with a set-off provision, the non-defaulting party can explore whether there are other assets such as a deposit account that can be attached and then set-off against the amount the defaulting party owes the non-defaulting party.  The 1992 ISDA Master Agreement did not include a set-off provision. 

 

The 2002 ISDA Master Agreement was the product of a two-year effort that included hundreds of individuals representing firms from all market sectors and geographic regions.

 

2002 ISDA Equity Derivatives Definitions

The Association also released the 2002 ISDA Equity Derivatives Definitions, which responds to industry innovation and members’ needs in several areas, including:

 

-         Expanded product coverage, including barrier instruments, barrier options and forwards.

 

 

-         Greater customization in selecting the consequences of merger events. Thus, the new provisions were structured to reflect the economic options facing counterparties in situations where the equities underlying the equity derivative transaction have disappeared or have been significantly changed as a result of a merger.

 

-         Significant amendments to provisions relating to the disruption of trading activity, so that an equity can be valued as efficiently and quickly as possible.  

 

Educational Conferences

The 2002 ISDA Master Agreement and the 2002 ISDA Equity Derivatives Definitions are available from ISDA’s web site (www.isda.org). ISDA will publish User’s Guides for both documents later this year. Throughout 2003, ISDA will host comprehensive seminars to educate its members across the globe on the many important updates incorporated into the ISDA Master Agreement since the 1992 edition. For further information, visit www.isda.org.

 

2002 Credit Derivatives Definitions

In the coming weeks, the Association anticipates the publication of the 2002 ISDA Credit Derivatives Definitions, which will offer significant enhancements for documenting credit default swaps, including amendments to incorporate the three Supplements published in 2001, new settlement provisions and new guarantee and sovereign credit default swap provisions.

 

About The ISDA Master Agreement

The ISDA Master Agreement is the contractual foundation for more than 90 percent of derivatives transactions globally.  A wide variety of transactions based on many different underlying products (interest rate, currency, equity, commodity, energy and credit) can be documented using the ISDA Master Agreement together with any of the extensive library of documents published by ISDA.

 

Close-out netting, the right under the ISDA Master Agreement to treat the obligations under many different transactions as one amount owing between the parties upon termination of the Master Agreement, is a critical risk reduction tool. The values of transactions offset each other, reducing the credit risk between the parties to the ISDA Master Agreement. Close-out netting has been estimated to reduce the value of exposures under derivatives transactions by as much as 70%.

 

Netting under the ISDA Master Agreements is recognized for regulatory capital purposes, providing a significant economic benefit for parties who use the ISDA Master Agreement to document transactions between them. The enforceability of the netting provisions under the ISDA Master Agreement has been confirmed in almost 40 jurisdictions around the world.

 

 

The combination of a comprehensive contract and the regulatory recognition of netting have facilitated the explosive growth in the use of derivatives over the last ten years.

 

Summaries of the key modifications to the ISDA Master Agreement and the ISDA Equity Derivatives Definitions are available at www.isda.org.

 

About ISDA

ISDA is the global trade association representing leading participants in the privately negotiated derivatives industry. ISDA was chartered in 1985, and today has more than 600 member institutions from 46 countries on six continents. These members include most of the world’s major institutions that deal in privately negotiated derivatives, as well as many of the businesses, governmental entities and other end users that rely on over-the-counter derivatives to manage efficiently the financial market risks inherent in their core economic activities. Information about ISDA and its activities is available on the Association’s web site: www.isda.org.        

 

®ISDA is a registered trademark of the International Swaps & Derivatives Association, Inc.

 

 

           

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