Exposure - VM CSA Provision: Difference between revisions

Exposure - VM CSA Provision (view source)

458 bytes removed , 16 January 2020

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-{{csaanat|Exposure|2016|Exposure}}The difference between the two versions of the CSA (see link in box for comparison) is that the {{csa}} assumes you are trading under a {{1992ma}}, 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.
+{{csaanat|Exposure|2016|Exposure}}
+{{csa exposure|vmcsa}}
 {{csa credit support amount calculation|vmcsa}}