Exposure - CSA Provision

{{ISDA English Law Credit Support Annex {{{2}}} Exposure}}
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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...

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