Template:Exposure under csa: Difference between revisions

Template:Exposure under csa (view source)

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 ===Relevance of Section {{isdaprov|6}} to the peacetime operation of the Credit Support Annex===
-The calculation of {{{{{1`}}}|Exposure}} under the CSA is modelled on the Section {{isdaprov|6(e)(ii)}} termination methodology following a {{isdaprov|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.
+The calculation of {{{{{1}}}|Exposure}} under the CSA is modelled on the Section {{isdaprov|6(e)(ii)}} termination methodology following a {{isdaprov|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 {{{{{1}}}|Exposure}} as: