Exposure - CSA Provision: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) |
||
| Line 1: | Line 1: | ||
{{csasnap|Exposure}} | {{csasnap|Exposure}} | ||
===Discussion=== | |||
Note the references to {{isdaprov|Market Quotation}} and other {{1992ma}} specific things. If you are under a {{2002ma}}, these should be corrected. Of you could sign up to the [[2002 ISDA Master Agreement Protocol]] and that would do it for you... | *'''{{isdaprov|Market Quotation}}? But I have a {{2002ma}}''':Note the references to {{isdaprov|Market Quotation}} and other {{1992ma}} specific things. If you are under a {{2002ma}}, these should be corrected. Of you could sign up to the [[2002 ISDA Master Agreement Protocol]] and that would do it for you. | ||
*'''Mid-market?''': A slight cognitive dissonance: It talks about your {{isdaprov|6(e)(ii)}} amount - which is generally your replacement cost, at your side of the market, but then goes on to say determined at the mid-market price... | |||
{{csaanatomy}} | {{csaanatomy}} | ||
Revision as of 16:44, 1 February 2016
{{ISDA English Law Credit Support Annex {{{2}}} Exposure}}
([[Template:ISDA English Law Credit Support Annex {{{2}}} Exposure|View Template]])
Discussion
- Market Quotation? But I have a 2002 ISDA:Note the references to Market Quotation and other 1992 ISDA specific things. If you are under a 2002 ISDA, these should be corrected. Of you could sign up to the 2002 ISDA Master Agreement Protocol and that would do it for you.
- Mid-market?: A slight cognitive dissonance: It talks about your 6(e)(ii) amount - which is generally your replacement cost, at your side of the market, but then goes on to say determined at the mid-market price...
Replace with {{anat|csa}}