Template:M comp disc 2002 ISDA Threshold Amount: Difference between revisions
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Amwelladmin (talk | contribs) Created page with "Not to be confused with {{csaprov|Threshold}} in the {{csa}} and all its varieties — being the amount of gross {{csaprove|Exposure}} beyond which one must start posting variation margin — the {{isdaprov|Threshold Amount}} is a level relevant to the calculation of the {{isdaprov|Cross Default}} {{isdaprov|Event of Default}} - it is the aggregate principle amount of {{isdaprov|Specified Indebtedness}} one must have defaulted on to permit one’s counterparty to clo..." |
Amwelladmin (talk | contribs) Replaced content with "{{isda Threshold Amount comp|isdaprov}}" Tag: Replaced |
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Latest revision as of 18:43, 5 January 2024
Not to be confused with Threshold in the 1995 CSA and all its varieties — being the amount of gross Exposure beyond which one must start posting variation margin — the Threshold Amount is a level relevant to the calculation of the Cross Default Event of Default - it is the aggregate principle amount of Specified Indebtedness one must have defaulted on to permit one’s counterparty to close you out.