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Valuation Percentage - CSA Provision: Difference between revisions
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Valuation Percentage - CSA Provision (view source)
Revision as of 15:08, 2 February 2016
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{{csasnap|Valuation Percentage}} | {{csasnap|Valuation Percentage}} | ||
===Commentary=== | |||
To be differentiated from an Independent Amount, the {{csaprov|Valuation Percentage}} is the [[haircut]] applied to the valuation of any assets posted as {{csaprov|Collateral}} under a {{csa}}. So it is a ''deduction'' in the value of credit support provided, whereas an {{csaprov|Independent Amount}} is an ''addition'' to the [[mark-to-market]] exposure under a {{isdaprov|Transaction}}. | |||
{{csaanatomy}} | {{csaanatomy}} | ||