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Template:Exposure under csa: Difference between revisions
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Amwelladmin (talk | contribs) (Created page with "{{csaanat|Exposure}} ===Relevance of Section {{isdaprov|6}} to the peacetime operation of the {{CSA}}=== The calculation of Exposure under the {{CSA}} is modelled on the Secti...") |
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{{csaanat|Exposure}} | {{csaanat|Exposure}} | ||
===Relevance of Section {{isdaprov|6}} to the peacetime operation of the {{ | ===Relevance of Section {{isdaprov|6}} to the peacetime operation of the {{csa}}=== | ||
The calculation of Exposure under the {{ | The calculation of Exposure under the {{csa}} is modelled on the Section {{isdaprov|6(e)(ii)}} termination methodology following a {{eqderivprov|Termination Event}} where there is one {{isdaprov|Affected Party}}, which in turn tracks the Section {{isdaprov|6(e)(i)}} methodology following an {{isdaprov|Event of Default}}, only taking [[mid-market valuation]]s and not those on the {{isdaprov|Non-Defaulting Party}}’s side. | ||
This means you calculate the Exposure as: | This means you calculate the Exposure as: | ||