Valuation Percentage - CSA Provision

{{ISDA English Law Credit Support Annex {{{2}}} Valuation Percentage}}
([[Template:ISDA English Law Credit Support Annex {{{2}}} Valuation Percentage|View Template]])

Commentary

To be differentiated from an Independent Amount, the Valuation Percentage is the haircut applied to the valuation of any assets posted as Collateral under a 1995 CSA. So it is a deduction in the value of credit support provided, whereas an Independent Amount is an addition to the mark-to-market exposure under a Transaction. Replace with {{anat|csa}}