Template:ISDA English Law Credit Support Annex 1995 11(b)
- 11(b)(i) Delivery Amount, Return Amount and Credit Support Amount.
- 11(b)(i)(A) “Delivery Amount” has the meaning specified in Paragraph 2(a), unless otherwise specified here:
- 11(b)(i)(B) “Return Amount” has the meaning specified in Paragraph 2(b), unless otherwise specified here:
- 11(b)(i)(C) “Credit Support Amount” has the meaning specified in Paragraph 10, unless otherwise specified here:
- 11(b)(i)(A) “Delivery Amount” has the meaning specified in Paragraph 2(a), unless otherwise specified here:
11(b)(i)(A) “Delivery Amount” has the meaning specified in Paragraph 2(a), unless otherwise specified here:
11(b)(i)(B) “Return Amount” has the meaning specified in Paragraph 2(b), unless otherwise specified here:
11(b)(i)(C) “Credit Support Amount” has the meaning specified in Paragraph 10, unless otherwise specified here:
11(b)(ii) Eligible Credit Support. The following items will qualify as “Eligible Credit Support” for the party specified: In each case with checkboxes are for Party A; Party B; and Valuation Percentage
- (A) cash in an Eligible Currency
- (B) negotiable debt obligations issued by the Government of [ ] having an original maturity at issuance of not more than one year
- (C) negotiable debt obligations issue by the Government of [ ] having an original maturity at issuance of more than one year but not more than 10 years
- (D) negotiable debt obligation issued by the Government of [ ] having an original maturity at issuance of more than 10 years
- (E) other:
11(b)(iii) Thresholds.
11(b)(iii)(A)
- “Independent Amount” means with respect to Party A: [SPECIFY]
- “Independent Amount” means with respect to Party B: [SPECIFY]
- “Threshold” means with respect to Party A: [SPECIFY]
- “Threshold” means with respect to Party B: [SPECIFY]
- “Minimum Transfer Amount” means with respect to Party A: [SPECIFY]
- “Minimum Transfer Amount” means with respect to Party B: [SPECIFY]
11(b)(iii)(D) Rounding. The Delivery Amount and the Return Amount will be rounded [down to the nearest integral multiple of ..../up and down to the nearest integral multiple of ...., respectively].