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Exposure - CSA Provision: Difference between revisions
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*'''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}} | {{CreditSupportAmountCalcuation}} | ||
{{ISDA transaction and collateral flows}} | |||
{{ref}} | {{ref}} | ||