Template:M summ 2018 CSD Posted Credit Support (IM): Difference between revisions

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An interesting comparison between {{imcsdprov|Credit Support Amount (IM)}} and {{imcsdprov|Posted Credit Support (IM)}}. The first is the amount you are ''obliged'' at any point to have posted to the {{imcsdprov|Custodian (IM)}}; the latter is the amount you ''actually have'' posted at any time. The two might be different, without any suggestion of a default: There might be a pending but not yet due margin call; you might be owed some Margin Amount (IM) back, but not yet received it.
An interesting comparison between {{imcsdprov|Credit Support Amount (IM)}} and {{imcsdprov|Posted Credit Support (IM)}}. The first is the amount you are ''obliged'' at any point to have posted to the {{imcsdprov|Custodian (IM)}}; the latter is the amount you ''actually have'' posted at any time. The two might be different, without any suggestion of a default: There might be a pending but not yet due margin call; you might be owed some {{imcsdprov|Margin Amount (IM)}} back, but not yet received it.


Interesting is their interaction with the obligation due under the {{imcsdprov|Other CSA}} for Margin Amount (IA), especially if you are using the Allocated Margin (IA/IM) Approach.
Right. Now, should you be using the {{imcsdprov|Allocated Margin Flow (IA/IM) Approach}} is their interaction with the obligation due for for Margin Amount (IA) under the {{imcsdprov|Other CSA}}.

Revision as of 15:37, 23 April 2021

An interesting comparison between Credit Support Amount (IM) and Posted Credit Support (IM). The first is the amount you are obliged at any point to have posted to the Custodian (IM); the latter is the amount you actually have posted at any time. The two might be different, without any suggestion of a default: There might be a pending but not yet due margin call; you might be owed some Margin Amount (IM) back, but not yet received it.

Right. Now, should you be using the Allocated Margin Flow (IA/IM) Approach is their interaction with the obligation due for for Margin Amount (IA) under the Other CSA.

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