Dictionary - Woordelys
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The term mercy is not so well understood these days.
As a start, mercy and grace are not the same.
Mercy has at its core a message that says a person is not receiving his or her deserved wage, based on an objective adjudication of who they are or what they did.
In Genesis, God laid down a spiritual law that any person who participated in the "eating of the tree of knowledge of good and evil" would die.
All people except Jesus, if you took the best possible position, by implication ate of this tree and were in terms of the law of sin and death destined to deservedly die.
God had compassion on mankind's situation and was merciful to mankind.
He did this by design, allow Jesus to bear the wrath.
So, in mankind's stead, Jesus received the full punishment for sin and experienced the totality thereof.
Thus, where every person had to bear the result of sin, including the full experience and end of it, which would include death, the person can now experience his or her punishment (and full experience and expression) in Jesus.
So, because a person is one with the One who was already subjected to the full punishment, that person avoids, as an individual, the experience thereof.
The doctrine of the substitutionary death of Jesus can rightly be criticized because it leaves one with the thought that the law of sin and death, which applies to everyone born that sinned, is set aside because Jesus died in my place.
It is so that Jesus died in man's place, but what must be stated in the right light is that man, who declared Jesus king of his life, received his reward for sin by dying in Christ. Those who are not in Christ will have to bear the expression of the law of sin and death themselves. In other words, there are two groupings of people born - those who bear the manifestation of the law of sin and death themselves and fully experience it, and those who escape the expression of the law of sin and death in Christ Jesus.
The compassion God has with man, is that he did not experience the expression of the law of sin and death in Christ, but immediately received the life in Christ (by grace we received).
In other words, because a person shares in Jesus' punishment and death, by being one with Him, the person avoids the specific individual experience and outcome thereof (which is mercy), because the experience and outcome are completely overshadowed by grace (which is the new life in Christ).
So, even though the person died, as God promised in Genesis, such a person did not receive his or her deserved wages, but a completely different outcome: the avoidance of the effect of the punishment - eternal death (including the experience of dying).
It is clear from the foregoing why mercy and grace are confused. Where it is about a person's salvation of eternal death, these are two closely held concepts. The one (mercy) handles the process up to a person's death in Christ and the positioning of the person to receive grace, which is Jesus' life.
It is a direct result of the Father's grace, which He revealed to everyone who is in Christ Jesus.