Loss at Maturity Novation Confirmation

(published July 14, 2011 for 2003 Definitions and September 22, 2014 for 2014 Definitions)

The Loss at Maturity Novation Confirmation is designed for use in novating a bespoke tranche portfolio transaction documented using the Global Tranched Transactions Standard Terms Supplement and incorporating the Loss at Maturity Annex.

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