Valuation Percentage - CSA Provision: Difference between revisions

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	~~{{csaanat\|Valuation Percentage\|1995}}~~		#redirect[[Value - CSA Provision]]
	~~To be differentiated from an {{csaprov\|Independent Amount}}, the {{csaprov\|Valuation Percentage}} is the~~ [[haircut]] applied to the valuation of any assets posted as {{csaprov\|Credit Support}} under a {{csa}}. So it is a ''deduction'' in the value of credit support provided, whereas an {{csaprov\|Independent Amount}} is an ''addition'' to the [[mark-to-~~market~~]] ~~exposure under a {{isdaprov\|Transaction}}.~~