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Quantitative Finance · Glossaire

Qu'est-ce que « ISDA master agreement, Global Master Repurchase Agreement » ?

Aussi appelé : ISDA master agreement · Global Master Repurchase Agreement

Definition 28.1 Markets II: Rates, FX and Credit · Chapitre 28 — Getting Access: Rates and Credit

An ISDA master agreement is the standard contract, published by the International Swaps and Derivatives Association, that governs all the over-the-counter derivatives two parties trade with each other: a printed form, a schedule negotiated between them, and a confirmation for each trade, all forming one agreement. The Global Master Repurchase Agreement (GMRA) is the corresponding standard for repo, published by the International Capital Market Association.

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