Exposure - VM CSA Provision: Difference between revisions

Exposure - VM CSA Provision (view source)

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	{{csaanat\|Exposure\|2016}}{{csadiff\|36045\|36046}} The difference really being that the 1995 version assumed a 1992 ISDA, using the {{isdaprov\|Market Quotation}} valuation technique — which kind of figures since the {{2002ma}} with its {{isdaprov\|Close-out Amount}} methodology hadn’t then been invented — whereas the {{vmcsa}} version contemplates you having a ''either'' a {{1992ma}} or a {{2002ma}} and provides for them in the ~~aternative~~.		{{csaanat\|Exposure\|2016}}{{csadiff\|36045\|36046}} The difference really being that the 1995 version assumed a 1992 ISDA, using the {{isdaprov\|Market Quotation}} valuation technique — which kind of figures since the {{2002ma}} with its {{isdaprov\|Close-out Amount}} methodology hadn’t then been invented — whereas the {{vmcsa}} version contemplates you having a ''either'' a {{1992ma}} or a {{2002ma}} and provides for them in the alternative.

			{{csa credit support amount calcuation\|vmcsa}}