| Subject |
1994 NY |
1995 Eng |
2016 VM NY |
2016 VM Eng |
2018 IM Eng
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Interpretation
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Para 1
1(a) Definitions and Inconsistency
1(b) Secured Party and Pledgor
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Para 1
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Para 1
1(a) Definitions and Inconsistency
1(b) Secured Party and Pledgor
1(c) Scope of this Annex and the Other CSA
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Para 1
1(a) Definitions and Inconsistency
1(b) Scope of this Annex and the Other CSA
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Para 1
1(a) Definitions and Inconsistency
1(b) Secured Party and Chargor
1(c) Scope of this Deed
1(d) Amendment Effective Date (IM)
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Security Interest
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Para 2
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[No equivalent]
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Para 2
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[No equivalent]
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Para 2
2(a) Covenant to Perform
2(b) Security (2(b))
2(c) Restriction on Dealings
2(d) Release of Security
2(e) Preservation of Security
2(f) Waiver of Defences
2(g) Immediate Recourse
2(h) Reinstatement
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Credit Support Obligations
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Para 3
3(a) Delivery Amount
3(b) Return Amount
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Para 2
2(a) Delivery Amount
2(b) Return Amount
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Para 3
3(a) Delivery Amount
3(b) Return Amount
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Para 2
2(a) Delivery Amount
2(b) Return Amount
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3
3(a) Delivery Amount (IM)
3(b) Return Amount (IM)
3(c) Margin Amount (IM); Margin Amount (IA); Margin Approach
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Transfers, Calculations and Exchanges
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[No equivalent]
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Para 3
3(a) Transfers
3(b) Calculations
3(c) Exchanges
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[No equivalent]
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Para 3
3(a) Transfers
3(b) Calculations
3(c) Exchanges
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[No equivalent]
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Conditions Precedent, Transfer Timing, Calculations and Substitutions
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Para 4
4(a) Conditions Precedent
4(b) Transfer Timing
4(c) Calculations
4(d) Substitutions
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[No equivalent]
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Para 4
4(a) Conditions Precedent
4(b) Transfer Timing
4(c) Calculations
4(d) Substitutions
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[No equivalent]
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Para 4
4(a) Conditions Precedent
4(b) Means of Transfer
4(c) Transfer Timing
4(d) Calculations
4(e) Substitutions
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Dispute Resolution
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Para 5
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Para 4
4(a) Disputed Calculations or Valuations
4(b) No Event of Default
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Para 5
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Para 4
4(a) Disputed Calculations or Valuations
4(b) No Event of Default
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Para 5
5(a) Disputed Calculations or Valuations
5(b) No Event of Default
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Holding and Using Posted Collateral/
Custody Arrangements and the Control Agreement
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Para 6
6(a) Care of Posted Collateral
6(b) Eligibility to Hold Posted Collateral; Custodians
6(c) Use of Posted Collateral
6(d) Distributions and Interest Amount
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[No equivalent]
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Para 6
6(a) Care of Posted Collateral (VM)
6(b) Eligibility to Hold Posted Collateral (VM); Custodians (VM)
6(c) Use of Posted Collateral (VM)
6(d) Distributions, Interest Amount (VM) and Interest Payment (VM)
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[No equivalent]
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6.
6(a) General
6(b) Custodian (IM) Risk
6(c) No Use of Posted Credit Support (IM)
6(d) No Offset
6(e) Distributions and Interest Amount
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Transfer of Title, No Security Interest
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[No equivalent]
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Para 5
5(a) Transfer of Title
5(b) No Security Interest
5(c) Distributions and Interest Amount
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[No equivalent]
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Para 5
5(a) Transfer of Title
5(b) No Security Interest
5(c) Distributions and Interest Amount
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[No equivalent]
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Default
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Para 7
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Para 6
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Para 7
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Para 6
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Para 7
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Certain Rights and Remedies
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Para 8
8(a) Secured Party’s Rights and Remedies
8(b) Pledgor’s Rights and Remedies
8(c) Deficiencies and Excess Proceeds
8(d) Final Returns
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[No rights and remedies]
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Para 8
8(a) Secured Party’s Rights and Remedies
8(b) Pledgor’s Rights and Remedies
8(c) Deficiencies and Excess Proceeds
8(d) Final Returns
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[No rights and remedies]
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Para 8
8(a) Secured Party’s Rights and Remedies
8(b) Chargor’s Rights and Remedies
8(c) Deficiencies and Excess Proceeds
8(d) Final Returns
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Representations
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Para 9
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Para 7
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Para 9
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Para 7
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Para 9
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Expenses
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Para 10
10(a) General
10(b) Posted Credit Support
10(c) Liquidation/Application of Posted Credit Support
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Para 8
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Para 10
10(a) General
10(b) Posted Credit Support (VM)
10(c) Liquidation/Application of Posted Credit Support (VM)
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Para 8
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Para 10
10(a) General
10(b) Posted Credit Support (IM)
10(c) Liquidation/Application of Posted Credit Support (IM)
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Miscellaneous/Other Provisions
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Para 11
11(a) Default Interest
11(b) Further Assurances
11(c) Further Protection
11(d) Good Faith and Commercially Reasonable Manner
11(e) Demands and Notices
11(f) Specifications of Certain Matters
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Para 9
9(a) Default Interest
9(b) Good Faith and Commercially Reasonable Manner
9(c) Demands and Notices
9(d) Specifications of Certain Matters
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Para 11
11(a) Default Interest
11(b) Further Assurances
11(c) Further Protection
11(d) Good Faith and Commercially Reasonable Manner
11(e) Demands and Notices
11(f) Specifications of Certain Matters
11(g) Legally Ineligible Credit Support (VM)
11(h) Return of Equivalent Credit Support (VM)
11(i) Reinstatement of Credit Support Eligibility
11(j) Credit Support Offsets
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Para 9
9(a) Default Interest
9(b) Good Faith and Commercially Reasonable Manner
9(c) Demands and Notices
9(d) Specifications of Certain Matters
9(e) Legally Ineligible Credit Support (VM)
9(f) Return of Equivalent Credit Support (VM)
9(g) Reinstatement of Credit Support Eligibility
9(h) Credit Support Offsets
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Para 11
11(a) Default Interest
11(b) Further Assurances
11(c) Further Protection
11(d) Good Faith and Commercially Reasonable Manner
11(e) Demands and Notices
11(f) Specifications of Certain Matters
11(g) Governing Law and Jurisdiction
11(h) Service of Process
11(i) Third Party Rights
11(j) Interpretation
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Definitions
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Para 12
Cash
Credit Support Amount
Custodian
Delivery Amount
Disputing Party
Distributions
Eligible Collateral
Eligible Credit Support
Exposure
Independent Amount
Interest Amount
Interest Period
Interest Rate
Local Business Day
Minimum Transfer Amount
Notification Time
Obligations
Other Eligible Support
Other Posted Support
Pledgor
Posted Collateral
Posted Credit Support
Recalculation Date
Resolution Time
Return Amount
Resolution Time
Secured Party
Specified Condition
Substitute Credit Support
Substitution Date
Threshold
Transfer
Valuation Agent
Valuation Date
Valuation Percentage
Valuation Time
Value
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Para 10
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
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Para 12
Base Currency
Base Currency Equivalent
Cash
Covered Transaction
Credit Support Eligibility Condition (VM)
Custodian (VM)
Delivery Amount (VM)
Delivery Amount Reduction (VM)
Disputing Party
Distributions
Eligible Collateral (VM)
Eligible Credit Support (VM)
Eligible Currency
Eligible Return Amount (VM)
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
Local Business Day
Minimum Transfer Amount
Notification Time
Obligations
Other CSA
Other CSA Excluded Credit Support
Other Eligible Support (VM)
Other Posted Support (VM)
Pledgor
Posted Collateral (VM)
Posted Credit Support (VM)
Recalculation Date
Regular Settlement Day
Resolution Time
Return Amount (VM)
Return Amount Reduction (VM)
Secured Party
Set-off
Specified Condition
Substitute Credit Support (VM)
Substitution Date
Total Ineligibility Date
Transfer
Transfer Ineligibility Date
Valuation Agent
Valuation Date
Valuation Date Location
Valuation Percentage
Valuation Time
Value
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Para 10
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
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Para 12
Act
Allocated Margin Flow (IM/IA) Approach
Amendment Effective Date (IM)
Appropriation Value
Assigned Rights
Base Currency
Base Currency Equivalent
Other Currency
Calcuation Agent (IM)
Calculation Date (IM)
Calculation Date Location (IM)
Calculation Time (IM)
Cash
Chargor
Chargor Access Notice
Chargor Rights Event
Control Agreement
Covered Transactions (IM)
Credit Support Amount (IM)
Custodian Event
Custodian (IM)
Delivery Amount (IM)
Disputing Party
Distinct Margin Flow (IM) Approach
Distributions
Eligible Credit Support (IM)
Eligible Currency
Exercising Party
FX Haircut percentage
Greater of Margin Flow (IM/IA) Approach
Local Business Day
Margin Amount (IA)
Margin Amount (IM)
Margin Approach
Method
Minimum Transfer Amount (IM)
Notification Time
Obligations
Original Credit Support (IM)
Other CSA
Posted Credit Support (IM)
Proceedings
Recalculation Date
Receiver
Regime
Regular Settlement Day
Regulations
Resolution Time
Return Amount (IM)
Secured Party
Secured Party Rights Event
Security Assets
Security Interest
Segregated Account
Specified Condition
Substitute Credit Support (IM)
Substitution Date
Substitution Notice
Threshold (IM)
Valuation Percentage
Value
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Elections and Variables
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Para 13
13(a) Security Interest for “Obligations”
13(b) Credit Support Obligations
13(c) Valuation and Timing
13(d) Conditions Precedent and Secured Party’s Rights and Remedies
13(e) Substitution
13(f) Dispute Resolution
13(g) Holding and Using Posted Collateral
13(h) Distributions and Interest Amount
13(i) Additional Representation(s)
13(j) Other Eligible Support and Other Posted Support
13(k) Demands and Notices
13(l) Addresses for Transfers
13(m) Other Provisions
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Para 11
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
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Para 13
- 13(a) Base Currency and Eligible Currency
- 13(a)(i) Base Currency
- 13(a)(ii) Eligible Currency
- 13(b) Covered Transactions; Security Interest for Obligations; Exposure
- 13(b)(i) Covered Transactions
- 13(b)(i)(A) Covered Transactions
- 13(b)(ii) Obligations
- 13(b)(iii) Exposure
- 13(c) Credit Support Obligations
- 13(c)(i) Delivery Amount (VM) and Return Amount (VM)
- 13(c)(i)(A) Delivery Amount (VM)
- 13(c)(i)(B) Return Amount (VM)
- 13(c)(ii) Eligible Collateral (VM)
- 13(c)(iii) Legally Ineligible Credit Support (VM)
- 13(c)(iii)(A) Total Ineligibility Date
- 13(c)(iii)(B) Transfer
- 13(c)(iv) Credit Support Eligibility Conditions (VM)
- 13(c)(v) Valuation Percentage; FX Haircut Percentage
- 13(c)(v)(A) Valuation Percentage
- 13(c)(v)(B) FX Haircut Percentage
- 13(c)(vi) Other Eligible Support (VM)
- 13(c)(vii) Minimum Transfer Amount
- 13(c)(vii)(A) Minimum Transfer Amount
- 13(c)(vii)(B) Rounding
- 13(c)(viii) Transfer Timing
- 13(d) Valuation and Timing
- 13(d)(i) Valuation Agent
- 13(d)(ii) Valuation Date
- 13(d)(iii) Valuation Time
- 13(d)(iv) Notification Time
- 13(e) Conditions Precedent and Secured Party’s Rights and Remedies
- 13(f) Substitution
- 13(f)(i) Substitution Date
- 13(f)(ii) Consent
- 13(g) Dispute Resolution
- 13(g)(i) Resolution Time
- 13(g)(ii) Value
- 13(g)(iii) Alternative
- 13(h) Holding and Using Posted Collateral (VM)
- 13(h)(i) Eligibility to Hold Posted Collateral (VM); Custodians (VM)
- 13(h)(ii) Use of Posted Collateral (VM)
- 13(i) Distributions and Interest Payment (VM)
- 13(i)(i) Interest Rate (VM)
- 13(i)(ii) Transfer of Interest Payment (VM) or application of Interest Amount (VM)
- Interest Transfer
- Interest Payment Netting
- Interest Adjustment
- 13(i)(iii) Other Interest Elections
- Negative Interest
- Daily Interest Compounding
- 13(i)(iv) Alternative to Interest Amount (VM) and Interest Payment (VM)
- 13(j) Credit Support Offsets
- 13(k) Additional Representations
- 13(l) Other Eligible Support (VM) and Other Posted Support (VM)
- 13(l)(i) Value
- 13(l)(ii) Transfer
- 13(m) Demands and Notices
- 13(n) Addresses for Transfers
- 13(o) Other CSA
- 13(p) Other Provisions
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Para 11
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.
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