Template:M comp disc Credit Derivatives 4.9: Difference between revisions
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[[4.9 - Credit Derivatives Provision|Compare]] withe {{isdaprov|Cross Default}}’s “{{isdaprov|Threshold Amount}}” in the {{isdama}}. That tends to be quite a lot higher than USD10mm, at least for banking institutions, and is often sheeted | [[4.9 - Credit Derivatives Provision|Compare]] withe {{isdaprov|Cross Default}}’s “{{isdaprov|Threshold Amount}}” in the {{isdama}}. That tends to be quite a lot higher than USD10mm, at least for banking institutions, and is often sheeted to a percentage — say 2 or 3% — of [[common equity]]. | ||
Latest revision as of 11:32, 16 May 2023
Compare withe Cross Default’s “Threshold Amount” in the ISDA Master Agreement. That tends to be quite a lot higher than USD10mm, at least for banking institutions, and is often sheeted to a percentage — say 2 or 3% — of common equity.