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https://en.wikipedia.org/wiki/Credit_Support_Annex
A Credit Support Annex, or CSA, is a legal document which regulates credit support for derivative transactions.It is one of the four parts that make up an ISDA Master Agreement but is not mandatory. It is possible to have an ISDA agreement without a CSA but normally not a CSA without an ISDA. Essentially, a CSA defines the terms or rules under which collateral is posted or transferred between ...
https://www.bionicturtle.com/forum/threads/threshold-in-credit-support-annex.8128/
Apr 20, 2017 · It would be interesting to model but the Jon Gregory spreadsheets don't have a threshold variable In addition, I am confused about the following section: "In the zero-threshold case, there are many scenarios where the institution must post a relatively small amount of collateral due to a negative drift (relating to the NEE being greater than ...
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 ...
https://www.lexology.com/library/detail.aspx?g=3554033d-3b76-4f50-abc0-a3d6167e88bd
Jan 04, 2016 · Threshold Amount – the Threshold Amount sets the limit above which an Event of Default under Cross Default may be triggered. This can range from zero to a …Author: Claire Cummings
https://us.eversheds-sutherland.com/portalresource/lookup/poid/Z1tOl9NPluKPtDNIqLMRV56Pab6TfzcRXncKbDtRr9tObDdEuaZDq0!/fileUpload.name=/WO_391082_1.pdf
Negotiating the Credit Support Annex (CSA)--Arms Control for “Financial Instruments of Mass Destruction” * Warren Davis Sutherland Asbill & Brennan LLP “Advanced Course on Negotiating, Tailoring and Using the 1992 & 2002 ... Amount based on “estimates at mid-market of the
https://www.derivsdocu.com/blog/2014/11/21/the-use-of-independent-amounts-under-a-csa
Nov 21, 2014 · When negotiating an ISDA Credit Support Annex you will often hear parties discussing “variation margin” and “initial margin”. However neither of these terms is defined in the English Law or New York Law versions of the CSA. In those documents the terms Credit Support Amount and Credit Support Balance are closely linked.
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）。
http://amwellclear.co.uk/w/index.php?title=Credit_Support_Amount_-_CSA_Provision
—BUT the concept has been introduced via the back door in the paragraph 11 elections, if you are using the elegantly entitled 2014 Credit Support annex for Variation Margin (VM and Independent Amounts (IA), where it is defined as a Credit Support Amount (VM/IA) as follows:
https://www.isda.org/a/23iME/Legal-Guidelines-for-Smart-Derivatives-Contracts-ISDA-Master-Agreement.pdf
Credit Support Default Where a party’s obligations under the ISDA Master Agreement are supported by external credit support or guarantee, a failure in the efficacy of that credit support may allow the other party to ... This is in excess of the $10 million threshold amount agreed by Bank A and Bank B. This may
https://web.stanford.edu/~jbulow/Lehmandocs/docs/HSBC/HBUS00002134-00002150.pdf
International Swaps and Derivatives Association, Inc. CREDIT SUPPORT ANNEX to the Schedule to the Master Agreement doted as of October 5, 2000 LEHMAN BROTHERS FINANCE S.A. ("Party A '') between HSBC BANK USA ("Party B'') This Annex supplements, forms part o:t: and is subject to, the above-referenced Agreement, is part of its Schedule
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