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Exposure - CSA Provision: Difference between revisions
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{{ | {{fullanat|csa|Exposure|1995}} | ||
===Discussion=== | ===Discussion=== | ||
*'''{{isdaprov|Market Quotation}}? But I have a {{2002ma}}''':Note the references to {{isdaprov|Market Quotation}} and other {{1992ma}} specific things. If you are under a {{2002ma}}, these should be corrected. Of you could sign up to the [[2002 ISDA Master Agreement Protocol]] and that would do it for you. | *'''{{isdaprov|Market Quotation}}? But I have a {{2002ma}}''':Note the references to {{isdaprov|Market Quotation}} and other {{1992ma}} specific things. If you are under a {{2002ma}}, these should be corrected. Of you could sign up to the [[2002 ISDA Master Agreement Protocol]] and that would do it for you. | ||
*'''Mid-market?''': A slight cognitive dissonance: It talks about your {{isdaprov|6(e)(ii)}} amount - which is generally your replacement cost, at your side of the market, but then goes on to say determined at the mid-market price... | *'''Mid-market?''': A slight cognitive dissonance: It talks about your {{isdaprov|6(e)(ii)}} amount - which is generally your replacement cost, at your side of the market, but then goes on to say determined at the mid-market price... | ||
{{CreditSupportAmountCalcuation}} | |||
{{csaanatomy}} | {{csaanatomy}} | ||