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Record W3043527727

Eligible Financial Contracts and the Many Faces of Derivatives: A Brief History of the ISDA Master Agreement

2015· article· en· W3043527727 on OpenAlexaffabout
Pascale Cornut St-Pierre

Bibliographic record

VenueSSRN Electronic Journal · 2015
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Insolvency and Governance
Canadian institutionsUniversity of Ottawa
Fundersnot available
KeywordsInsolvencyLegislatureDerivatives marketFinanceEconomicsFinancial instrumentDocumentationLaw and economicsBusinessActuarial scienceAccountingLawPolitical scienceFutures contractComputer science
DOInot available

Abstract

fetched live from OpenAlex

Through the introduction of the notion of “eligible financial contracts” in Canadian insolvency laws in the 1990s, derivative instruments of various kinds have been afforded special treatment in insolvency proceedings. Far from being a Canadian peculiarity, the creation of legislative safe harbors for derivatives has been a global trend. Since its inception in 1985, the International Swaps and Derivatives Association (ISDA) has devoted much energy in promoting and securing the validity of close-out netting, the legal technique on which rest most eligible financial contracts, in various jurisdictions worldwide. Considering the very effective role of ISDA both as a global advocate for reforms and as a frequent reference in judicial decision-making, this paper takes a closer look at ISDA’s contractual documentation, in order to provide a better sense of the implications of its exceptional treatment under insolvency laws. Part II offers an evolutionary perspective on the Master Agreement since the formation of ISDA in 1985. It shows that one major impulse of the evolution of ISDA’s documentation has been the will to progressively expand the range of instruments covered by the Master Agreement, so that an ever-increasing number of business management problems can find a solution in derivatives markets. Part III examines the various uses of derivatives instruments through a sample of the case law generated by swaps and other over-the-counter derivatives. These cases draw an illuminating picture of how these financial instruments are actually used and of the kind of balance they achieve between contracting parties, as well as their potential impact on other stakeholders. Part IV focuses on contractual issues directly relevant to insolvency proceedings. It suggests that the special value of the ISDA Master Agreement lies less in the certainty than in the discretion it provides to its non-defaulting parties, and that this should be a cause of concern in bankruptcy matters.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.007
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.067
Threshold uncertainty score0.133

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.007
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0040.006
Science and technology studies0.0060.013
Scholarly communication0.0110.010
Open science0.0010.003
Research integrity0.0050.007
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.193
Teacher spread0.174 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2015
Admission routes2
Has abstractyes

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