Credit Support Amount (VM/IA) - VM CSA Provision: Difference between revisions

no edit summary
No edit summary
No edit summary
 
(4 intermediate revisions by the same user not shown)
Line 1: Line 1:
{{csaanat|Credit Support Amount|2016}}
{{manual|MCAE|2016|Credit Support Amount|Paragraph|Credit Support Amount|medium}}
{{1995csaspecific}}
BUT the concept ''has'' been introduced via the back door in the paragraph {{csaprov|11}} elections, if you are using the elegantly entitled [[2014 Credit Support Annex for Variation Margin (VM) and Independent Amounts (IA)]], where it is defined as a {{csaprov|Credit Support Amount (VM/IA)}} as is set out on the right.
 
Note: Still no room for the poor, unloved {{vmcsaprov|Threshold}}.
 
{{credit support amount capsule}}
 
{{sa}}
*{{csaprov|Credit Support Amount}} ({{1995csa}})
{{ref}}