Exposure - VM CSA Provision: Difference between revisions
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{{csaanat|Exposure|2016}}{{csadiff|36045|36046}} The difference really being that the 1995 version assumed a 1992 ISDA, using the {{isdaprov|Market Quotation}} valuation technique — which kind of figures since the {{2002ma}} with its {{isdaprov|Close-out Amount}} methodology hadn’t then been invented — whereas the {{vmcsa}} version contemplates you having a ''either'' a {{1992ma}} or a {{2002ma}} and provides for them in the alternative. | {{csaanat|Exposure|2016}}{{csadiff|36045|36046}} The difference really being that the 1995 version assumed a 1992 ISDA, using the {{isdaprov|Market Quotation}} valuation technique — which kind of figures since the {{2002ma}} with its {{isdaprov|Close-out Amount}} methodology hadn’t then been invented — whereas the {{vmcsa}} version contemplates you having a ''either'' a {{1992ma}} or a {{2002ma}} and provides for them in the alternative. | ||
{{csa credit support amount calculation|vmcsa}} | |||
{{csa credit support amount |