Template:ISDA English Law Credit Support Annex 1995 Valuation: Difference between revisions
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Latest revision as of 10:56, 27 June 2024
“Value” means, for any Valuation Date or other date for which Value is calculated, and subject to Paragraph 4 in the case of a dispute, with respect to:
- (i) Eligible Credit Support comprised in a Credit Support Balance that is:
- (A) an amount of cash, the Base Currency Equivalent of such amount multiplied by the applicable Valuation Percentage, if any; and
- (B) a security, the Base Currency Equivalent of the bid price obtained by the Valuation Agent multiplied by the applicable Valuation Percentage, if any; and
- (A) an amount of cash, the Base Currency Equivalent of such amount multiplied by the applicable Valuation Percentage, if any; and
- (ii) items that are comprised in a Credit Support Balance and are not Eligible Credit Support, zero.
“Valuation Date” means each date specified in or otherwise determined pursuant to Paragraph 11(c)(ii).
“Valuation Time” has the meaning specified in Paragraph 11(c)(iii).
“Valuation Percentage” means, for any item of Eligible Credit Support, the percentage specified in Paragraph 11(b)(ii).
“Valuation Agent” has the meaning specified in Paragraph 11(c)(i).