Valuation Percentage - CSA Provision
ISDA 1995 English Law Credit Support Annex
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To be differentiated from an Independent Amount, the Valuation Percentage is the haircut applied to the valuation of any assets posted as Collateral under a 1995 CSA. So it is a deduction in the value of credit support provided, whereas an Independent Amount is an addition to the mark-to-market exposure under a Transaction.