Template:2016 VM CSA TOC

Para 1 Interpretation

Paragraph 1(a) Definitions and Inconsistency
Paragraph 1(b) Scope of this Annex and the Other CSA

Paragraph 2. Credit Support Obligations

Paragraph 2(a) Delivery Amount
Paragraph 2(b) Return Amount

Paragraph 3 Transfers, Calculations and Exchanges

Paragraph 3(a) Transfers
Paragraph 3(b) Calculations
Paragraph 3(c) Exchanges

Paragraph 4 Dispute Resolution

Paragraph 4(a) Disputed Calculations or Valuations
Paragraph 4(b) No Event of Default

Paragraph 5 Transfer of Title, No Security Interest, Distributions and Interest Amount

Paragraph 5(a) Transfer of Title
Paragraph 5(b) No Security Interest
Paragraph 5(c) Distributions and Interest Amount

Paragraph 9 Miscellaneous

Paragraph 9(a) Default Interest
Paragraph 9(b) Good Faith and Commercially Reasonable Manner
Paragraph 9(c) Demands and Notices
Paragraph 9(d) Specifications of Certain Matters
Paragraph 9(e) Legally Ineligible Credit Support (VM)
Paragraph 9(f) Return of Equivalent Credit Support (VM)
Paragraph 9(g) Reinstatement of Credit Support Eligibility
Paragraph 9(h) Credit Support Offsets

Paragraph 10. Definitions

Base Currency
Base Currency Equivalent
Credit Support Balance (VM)
Credit Support Eligibility Condition (VM)
Delivery Amount (VM)
Delivery Amount Reduction (VM)
Disputing Party
Distributions
Distributions Date
Eligible Credit Support (VM)
Eligible Currency
Eligible Return Amount (VM)
Equivalent Credit Support
Equivalent Distributions
Exchange Date
Exposure
Fungible Credit Support Type
FX Haircut Percentage
Interest Adjustment Reduction Amount (VM)
Interest Amount (VM)
Interest Payee (VM)
Interest Payer (VM)
Interest Payment (VM)
Interest Period
Interest Rate (VM)
Legal Eligibility Requirements
Legal Ineligibility Notice
Local Business Day
Minimum Transfer Amount
New Credit Support (VM)
Notification Time
Original Credit Support (VM)
Other CSA
Other CSA Excluded Credit Support
Recalculation Date
Regular Settlement Day
Resolution Time
Return Amount (VM)
return Amount Reduction (VM)
Settlement Day
Total Ineligibility Date
Transferee
Transferor
Transfer Ineligibility Date
Valuation Agent
Valuation Date
Valuation Date Location
Valuation Percentage
Valuation Time
Value

Para 11 Elections and Variables

Paragraph 11(a): Base Currency and Eligible Currency
Paragraph 11(b): Covered Transactions; Exposure
11(c) Credit Support Obligations.

11(c)(i) Delivery Amount (VM) and Return Amount (VM)

11(c)(ii) Eligible Credit Support (VM)

11(c)(iii) Legally Ineligible Credit Support (VM)

11(c)(iv) Credit Support Eligibility Conditions (VM)

11(c)(v) Valuation Percentage; FX Haircut Percentage

11(c)(vi) Thresholds.

11(c)(vii) Transfers.

11(d) Valuation and Timing

11(d)(i) “Valuation Agent”

11(d)(ii) “Valuation Date”

11(d)(iii) “Valuation Time”

11(d)(iv) “Notification Time”

11(e) Exchange Date.
11(f) Dispute Resolution

11(f)(i) “Resolution Time”

11(f)(ii) Value

11(f)(iii) Alternative.

11(g) Distributions and Interest Amount (VM)

11(g)(i) Interest Rate (VM)

11(g)(ii) Transfer of Interest Payment (VM) or application of Interest Amount (VM)

11(g)(iii) Other Interest Elections

11(g)(iv) Alternative to Interest Amount (VM)

11(h) Credit Support Offsets.
11(i) Addresses for Transfers.
11(j) Other CSA.