CSA Anatomy: Difference between revisions
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Revision as of 00:35, 2 August 2016
This is an anatomy of the English Law Credit Support Annex. For the New York law 1994 Credit Support Annex see the 1994 CSA Anatomy.
Anatomies
This is one of Amwell Clear’s master agreement anatomies. Anatomies are indexed analyses of the clauses in common master agreements and regulatory handbooks. More are planned.
Anatomy™: AIFMD | CASS | COBS | Conference calls | Confis | CRR | CSA | EMIR | Equity Derivatives | FOA PCA | FUND | GMRA | GMSLA | ISDA | OSLA | PB | Swapclear | UCITS
1995 CSA Terms
Para 1 Interpretation
Paragraph 2. Credit Support Obligations
Paragraph 2(a) Delivery Amount
Paragraph 2(b) Return Amount
Paragraph 3 Transfers, Calculations and Exchanges
Paragraph 3(a) Transfers
Paragraph 3(b) Calculations
Paragraph 3(c) Exchanges
Paragraph 4 Dispute Resolution
Paragraph 4(a) Disputed Calculations or Valuations
Paragraph 4(b) No Event of Default
Paragraph 5 Transfer of Title, No Security Interest, Distributions and Interest Amount
Paragraph 5(a) Transfer of Title
Paragraph 5(b) No Security Interest
Paragraph 5(c) Distributions and Interest Amount
Paragraph 6 Default
Paragraph 7 Representation
Paragraph 8 Expenses
Paragraph 9 Miscellaneous
Paragraph 9(a) Default Interest
Paragraph 9(b) Good Faith and Commercially Reasonable Manner
Paragraph 9(c) Demands and Notices
Paragraph 9(d) Specifications of Certain Matters
Paragraph 10. Definitions
Base Currency
Base Currency Equivalent
Credit Support Amount
Credit Support Balance
Delivery Amount
Disputing Party
Distributions
Distributions Date
Eligible Credit Support
Eligible Currency
Equivalent Credit Support
Equivalent Distributions
Exchange Date
Exposure
Independent Amount
Interest Amount
Interest Period
Interest Rate
Local Business Day
Minimum Transfer Amount
New Credit Support
Notification Time
Recalculation Date
Resolution Time
Return Amount
Settlement Day
Threshold
Transferee
Transferor
Valuation Agent
Valuation Date
Valuation Percentage
Valuation Time
Value
Para 11 Elections and Variables
Paragraph 11(a): Base Currency and Eligible Currency
Paragraph 11(b): Credit Support Obligations
- Paragraph 11(b)(i): Delivery Amount, Return Amount and Credit Support Amount
- Paragraph 11(b)(i)(A): Delivery Amount
- Paragraph 11(b)(i)(B): Return Amount
- Paragraph 11(b)(i)(C): Credit Support Amount
- Paragraph 11(b)(i)(A): Delivery Amount
- Paragraph 11(b)(ii): Eligible Credit Support
- Paragraph 11(b)(iii): Thresholds
- Paragraph 11(b)(iii)(A): Independent Amount
- Paragraph 11(b)(iii)(B): Threshold
- Paragraph 11(b)(iii)(C): Minimum Transfer Amount
- Paragraph 11(b)(iii)(D): Rounding
- Paragraph 11(b)(iii)(A): Independent Amount
Paragraph 11(c): Valuation and Timing
- Paragraph 11(c)(i): Valuation Agent
- Paragraph 11(c)(ii): Valuation Date
- Paragraph 11(c)(iii): Valuation Time
- Paragraph 11(c)(iv): Notification Time
Paragraph 11(d): Exchange Date
Paragraph 11(e): Dispute Resolution
- Paragraph 11(e)(i): Resolution Time
- Paragraph 11(e)(ii): Value (dispute resolution)
- Paragraph 11(e)(iii): Alternative
Paragraph 11(f): Distributions and Interest Amount
- Paragraph 11(f)(i): Interest Rate
- Paragraph 11(f)(ii): Transfer of Interest Amount
- Paragraph 11(f)(iii): Alternative to Interest Amount
Paragraph 11(g): Addresses for Transfers
See Also
CSA Anatomy™
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