Template:Deliveryandreturnamounts: Difference between revisions

Template:Deliveryandreturnamounts (view source)

3 bytes added , 18 December 2019

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 ===={{{{{1}}}prov|Delivery Amount}}s====
 '''First''': work out your '''{{{{{1}}}prov|Credit Support Amount}}'''. This is: <br>
-:''{{{{{1}}}prov|Transferee}}’s {{{{{1}}}prov|Exposure}} + Net {{{{{1}}}prov|Independent Amount}}s (IF ANY)<ref>In the {{2016csa}} there really shouldn't be {{tag|IA}} as it kind of defeats the regulatory goal of marking actual exposures to market, but there may be, since ISDA caved and retrofitted the {{2016}} with a an {{vmcsaprov|Independent Amount}} section</ref>'' <br>
+:''{{{{{1}}}prov|Transferee}}’s {{{{{1}}}prov|Exposure}} + Net {{{{{1}}}prov|Independent Amount}}s (IF ANY)<ref>In the {{2016csa}} there really shouldn't be {{tag|IA}} as it kind of defeats the regulatory goal of marking actual exposures to market, but there may be, since ISDA caved and retrofitted the {{2016csa}} with a an {{vmcsaprov|Independent Amount}} section</ref>'' <br>
 '''Second''': calculate the {{{{{1}}}prov|Value}} of the {{{{{1}}}prov|Transferor}}’s {{{{{1}}}prov|Credit Support Balance}}. This is basically the prevailing value of the {{{{{1}}}prov|Eligible Credit Support}} (and income on it) that the {{{{{1}}}prov|Transferor}} has ponied up at that time. <br>
 '''Third''': Deduct the {{{{{1}}}prov|Credit Support Balance}} from the {{{{{1}}}prov|Credit Support Amount}}.