82,459
edits
Credit Support Amount - CSA Provision: Difference between revisions
Jump to navigation
Jump to search
Credit Support Amount - CSA Provision (view source)
Revision as of 19:27, 19 January 2017
, 19 January 2017no edit summary
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
| Line 5: | Line 5: | ||
Careful observers will have noticed there isn't such a concept in the {{2016csa}}. This is because the {{csaprov|Credit Support Amount}} is no more than a given party’s {{csaprov|Exposure}} — as already defined in the {{tag|CSA}} — together with any pertinent {{csaprov|Independent Amount}}s and similar amounts. Of course, under the {{2016csa}} (being concerned only with {{csaprov|Variation Margin}}) there ''are'' no {{csaprov|Independent Amount}}s. So it vanishes, in a puff of logic and existential redundancy. | Careful observers will have noticed there isn't such a concept in the {{2016csa}}. This is because the {{csaprov|Credit Support Amount}} is no more than a given party’s {{csaprov|Exposure}} — as already defined in the {{tag|CSA}} — together with any pertinent {{csaprov|Independent Amount}}s and similar amounts. Of course, under the {{2016csa}} (being concerned only with {{csaprov|Variation Margin}}) there ''are'' no {{csaprov|Independent Amount}}s. So it vanishes, in a puff of logic and existential redundancy. | ||
{{ | {{CreditSupportAmountCalculation}} | ||