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Exposure - CSA Provision: Difference between revisions
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{{ | {{fullanat2|csa|Exposure|2016|Exposure|1995}} | ||
{{nuts|2016 CSA|Exposure}} | {{nuts|2016 CSA|Exposure}} | ||
The total [[mark-to-market]] exposure under your {{isdama}} on a given day, not counting anything posted by way of [[credit support]]. That is, {{isdaprov|Exposure}} omits the [[mark-to-market]] exposure of the {{isdaprov|transaction}} comprising the {{csa}} itself, because that would entirely bugger things up: the {{tag|MTM}} of an ISDA including the CSA is, of course, more or less zero. | The total [[mark-to-market]] exposure under your {{isdama}} on a given day, not counting anything posted by way of [[credit support]]. That is, {{isdaprov|Exposure}} omits the [[mark-to-market]] exposure of the {{isdaprov|transaction}} comprising the {{csa}} itself, because that would entirely bugger things up: the {{tag|MTM}} of an ISDA including the CSA is, of course, more or less zero. | ||