Find all needed information about Credit Support Annex Independent Amount. Below you can see links where you can find everything you want to know about Credit Support Annex Independent Amount.
https://www.derivsdocu.com/blog/2014/11/21/the-use-of-independent-amounts-under-a-csa
Nov 21, 2014 · The term Credit Support Amount is often amended in a one way CSA where you are dealing with a hedge fund counterparty so that Independent Amount is ignored in the Credit Support Amount calculation. A problem arose with the Lehman Brothers’ insolvency because Independent Amounts were posted to Lehmans who then reused them.
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 ...
http://amwellclear.co.uk/w/index.php?title=Credit_Support_Amount_-_CSA_Provision
“Credit Support Amount” means, with respect to a Transferor on a Valuation Date, (i) the Transferee’s Exposure plus (ii) all Independent Amounts applicable to the Transferor, if any, minus (iii) all Independent Amounts applicable to the Transferee, if any, minus (iv) the Transferor’s Threshold; provided, however, that the Credit Support Amount will be deemed to be zero whenever the …
https://www.isda.org/book/2016-credit-support-annex-for-variation-margin-english-pdf/
The 2016 Credit Support Annex for Variation Margin (VM) is an updated version of the 1995 ISDA Credit Support Annex (Title Transfer – English Law) that is limited to variation margin, and allows parties to establish variation margin arrangements that meet the requirements of new regulations on margin for uncleared swaps.
https://www.sec.gov/Archives/edgar/data/1083199/000119312507210724/dex996.htm
Sep 26, 2007 · “Credit Support Amount” means, unless otherwise specified in Paragraph 13, for any Valuation Date (i) the Secured Party’s Exposure for that Valuation Date plus (ii) the aggregate of all Independent Amounts applicable to the Pledgor, if any, minus (iii) all Independent Amounts applicable to the Secured Party, if any, minus (iv) the Pledgor’s Threshold; provided, however, that the Credit …
https://jollycontrarian.com/index.php?title=Independent_Amount_-_CSA_Provision
This leaves you with a formula for a Transferee’s Credit Support Amount as follows: Max[0, (E Tee + IA Tor - IA Tee + Threshold)]. Let’s plug in some numbers. Say: The Transferee’s Exposure is 10,000,000; The Transferor’s Independent Amount IA Tor is 2,000,000; The Transferee’s Independent Amount IA Tee is 0; The Transferor’s Threshold is 5,000,000
https://efet.org/Files/Documents/Downloads/EFET%20MNA%20CSA%20v%201.0.pdf
the amount by which the Eligible Credit Support held by the Transferee exceeds the Credit Support Amount of the Transferee at the Valuation Time (the “Return Amount”). The amounts to be transferred in accordance with this § 4.1 shall be rounded as specified in § 15.12. 2. Return of Eligible Credit Support: Subject to § 8 (Dispute Resolution), should a Transferee
https://www.lexology.com/library/detail.aspx?g=3554033d-3b76-4f50-abc0-a3d6167e88bd
Jan 04, 2016 · The Independent Amount can be an initial amount which must be deposited by one counterparty with the other before any trading takes place or a sum …Author: Claire Cummings
https://ja.wikipedia.org/wiki/%E3%82%AF%E3%83%AC%E3%82%B8%E3%83%83%E3%83%88%E3%83%BB%E3%82%B5%E3%83%9D%E3%83%BC%E3%83%88%E3%83%BB%E3%82%A2%E3%83%8D%E3%83%83%E3%82%AF%E3%82%B9
クレジット・サポート・アネックス（Credit Support Annex、CSA）は金融派生商品（デリバティブ）取引に伴う担保契約である。 当事者間で結ぶ担保差入に関する契約であり、 ISDAマスター契約 の一部もしくは付随する担保契約書である（ ISDA Credit Support Annex ）。
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