CSA Anatomy

CSA Anatomy™ →Go uptown 2016 Resources Full wikitext | Nutshell wikitext English Law | 1 Interpretation | 2 Credit Support Obligations | 3 Transfers, Calculations and Exchanges | 4 Dispute Resolution | 5 Transfer of Title, No Security Interest, Distributions and Interest Amount | 6 Default | 7 Representation | 8 Expenses | 9 Miscellaneous | 10 Definitions | 11 Elections and Variables · Base Currency and Eligible Currency · Credit Support Obligations · Valuation and Timing · Exchange Date · Dispute Resolution · Distributions and Interest Amount · Addresses for Transfers · Credit Support Offsets · Other CSA 2018 ISDA Credit Support Deed for Initial Margin Index: Click ᐅ to expand: CSA Tell me more Sign up for our newsletter — or just get in touch: for ½ a weekly 🍺 you get to consult JC. Ask about it here.

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.

1995 CSA Terms	2016 VM CSA Terms
Para 1 Interpretation	Para 1 Interpretation Paragraph 1(a) Definitions and Inconsistency Paragraph 1(b) Scope of this Annex and the Other CSA
Paragraph 2. Credit Support Obligations Paragraph 2(a) Delivery Amount Paragraph 2(b) Return Amount	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 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 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 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 6 Default
Paragraph 7 Representation	Paragraph 7 Representation
Paragraph 8 Expenses	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 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 9(e) Legally Ineligible Credit Support (VM) Paragraph 9(f) Return of Equivalent Credit Support (VM) Paragraph 9(g) Reinstatement of Credit Support Eligibility Paragraph 9(h) Credit Support Offsets
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	Paragraph 10. Definitions Base Currency Base Currency Equivalent Credit Support Balance (VM) Credit Support Eligibility Condition (VM) Delivery Amount (VM) Delivery Amount Reduction (VM) Disputing Party Distributions Distributions Date Eligible Credit Support (VM) Eligible Currency Eligible Return Amount (VM) Equivalent Credit Support Equivalent Distributions Exchange Date Exposure Fungible Credit Support Type FX Haircut Percentage Interest Adjustment Reduction Amount (VM) Interest Amount (VM) Interest Payee (VM) Interest Payer (VM) Interest Payment (VM) Interest Period Interest Rate (VM) Legal Eligibility Requirements Legal Ineligibility Notice Local Business Day Minimum Transfer Amount New Credit Support (VM) Notification Time Original Credit Support (VM) Other CSA Other CSA Excluded Credit Support Recalculation Date Regular Settlement Day Resolution Time Return Amount (VM) return Amount Reduction (VM) Settlement Day Total Ineligibility Date Transferee Transferor Transfer Ineligibility Date Valuation Agent Valuation Date Valuation Date Location 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)(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(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	Para 11 Elections and Variables Paragraph 11(a): Base Currency and Eligible Currency Paragraph 11(b): Covered Transactions; Exposure 11(c) Credit Support Obligations. 11(c)(i) Delivery Amount (VM) and Return Amount (VM) 11(c)(ii) Eligible Credit Support (VM) 11(c)(iii) Legally Ineligible Credit Support (VM) 11(c)(iv) Credit Support Eligibility Conditions (VM) 11(c)(v) Valuation Percentage; FX Haircut Percentage 11(c)(vi) Thresholds. 11(c)(vii) Transfers. 11(d) Valuation and Timing 11(d)(i) “Valuation Agent” 11(d)(ii) “Valuation Date” 11(d)(iii) “Valuation Time” 11(d)(iv) “Notification Time” 11(e) Exchange Date. 11(f) Dispute Resolution 11(f)(i) “Resolution Time” 11(f)(ii) Value 11(f)(iii) Alternative. 11(g) Distributions and Interest Amount (VM) 11(g)(i) Interest Rate (VM) 11(g)(ii) Transfer of Interest Payment (VM) or application of Interest Amount (VM) 11(g)(iii) Other Interest Elections 11(g)(iv) Alternative to Interest Amount (VM) 11(h) Credit Support Offsets. 11(i) Addresses for Transfers. 11(j) Other CSA.

See also

• ISDA Anatomy