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Quantitative Finance · Glossaire

Qu'est-ce que « Legal entity identifier » ?

Definition 28.2 Markets II: Rates, FX and Credit · Chapitre 28 — Getting Access: Rates and Credit

A legal entity identifier (LEI) is a unique 20-character code, under the ISO 17442 standard, that identifies a legal entity in trade reports and regulatory filings, with public reference data on who the entity is and who owns it.

The documents a fund needs before its first swap and its first repo: an ISDA master agreement with each dealer, with its schedule, credit support annex and confirmations; a GMRA with each repo counterparty; and, once, clearing agreements, platform onboarding and an LEI. Schematic.
Figure 28.1. The documents a fund needs before its first swap and its first repo: an ISDA master agreement with each dealer, with its schedule, credit support annex and confirmations; a GMRA with each repo counterparty; and, once, clearing agreements, platform onboarding and an LEI. Schematic.
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