Template:M summ 2018 CSD Posted Credit Support (IM)

What does it cover?

It covers all assets you have delivered to the Custodian (IM) in satisfaction of your Credit Support Amount (IM) which, in turn depends on your Margin Approach.

If you have elected “Allocated Margin Flow” or “Distinct Margin Flow”, then it will be just the Margin Amount (IM) - Threshold (IM).

If you are one of those big swinging kahunas who can kick your prime broker around and you have negotiated “Greater Of”, it will be the whole shooting match: Margin Amount (IA) as well.