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https://www.lawinsider.com/dictionary/credit-support-amount
Credit Support Amount means, for any Valuation Date, (i) the Secured Party’s Modified Exposure for that Valuation Date minus (ii) the Pledgor’s Threshold; provided, however, that the Credit Support Amount will be deemed to be zero whenever the calculation of Credit Support Amount yields a …
https://www.investopedia.com/terms/c/creditsupportannex.asp
A credit support annex (CSA) is a document that defines the terms for the provision of collateral by the parties in derivatives transactions. It is one of four parts of a standard contract or master agreement developed by the International Swaps and Derivatives Association (ISDA).
http://amwellclear.co.uk/w/index.php?title=Credit_Support_Amount_-_CSA_Provision
“ Credit Support Amount (VM/IA) ” means with respect to a Transferor on a Valuation Date (I) the Transferee ’s Exposure plus (II) all Independent Amount s applicable to the “Transferor”, if any, minus (III) all Independent Amount s applicable to the Transferee, if any, provided however,...
https://www.lawinsider.com/dictionary/sp-credit-support-amount
S&P Credit Support Amount means, (a) if an S&P Approved Ratings Downgrade has occurred and has continued for 10 Local Business Days, for any Valuation Date, the Secured Party’s Exposure; (b) if an S&P Required Ratings Downgrade has occurred and has continued for 10 Local Business Days: an amount equal to 125% of the Secured Party’s Exposure or (c) for any other date: zero.
https://www.derivsdocu.com/blog/2014/11/21/the-use-of-independent-amounts-under-a-csa
Nov 21, 2014 · In those documents the terms Credit Support Amount and Credit Support Balance are closely linked. Credit Support Amount means the risk exposure that needs to be collateralised. Credit Support Balance is the amount of collateral held for the risk exposure.
http://amwellclear.co.uk/w/index.php?title=Credit_Support_Balance_-_CSA_Provision
Credit Support which has been delivered but has subsequently fallen out of eligibililty criteria (and any non-eligible Distributions and Interest Amounts received in respect of Eligible Credit Support) remains part of the Credit Support Balance, but is valued at zero.
https://www.sec.gov/Archives/edgar/data/1083199/000119312507210724/dex996.htm
Sep 26, 2007 · “Threshold” means, with respect to a party, the amount specified as such for that party in Paragraph 13; if no amount is specified, zero. “Transfer” means, with respect to any Eligible Credit Support, Posted Credit Support or Interest Amount, and in accordance with the instructions of the Secured Party,...
https://www.bionicturtle.com/forum/threads/threshold-in-credit-support-annex.8128/
Apr 20, 2017 · threshold is a trade-off between having some exposure uncollaterized (i.e. under more counterparty risk) and having less burden with collateral management (less operational, legal risk).
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