Valuation Percentage - CSA Provision

ISDA 1995 English Law Credit Support Annex


In a Nutshell Section Valuation Percentage:

"Valuation Percentage” is specified in Paragraph 11(b)(ii) for each item of Eligible Credit Support.
view template

1995 CSA full text of Section Valuation Percentage:

Valuation Percentage” means, for any item of Eligible Credit Support, the percentage specified in Paragraph 11(b)(ii).
view template

Related Agreements
Click here for the text of Section Valuation Percentage in the 1995 English Law CSA
Click here for the text of Section Valuation Percentage in the 2016 English Law VM CSA
Click [[{{{3}}} - NY VM CSA Provision|here]] for the text of the equivalent, Section [[{{{3}}} - NY VM CSA Provision|{{{3}}}]] in the 2016 NY Law VM CSA
Comparisons
Template:Csadiff Valuation Percentage
{{nycsadiff {{{3}}}}}

Comments? Questions? Suggestions? Requests? Insults? We’d love to 📧 hear from you.
Sign up for our newsletter.


To be differentiated from an Independent Amount, the Valuation Percentage is the haircut applied to the valuation of any assets posted as Credit Support 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.