Credit support annex: Difference between revisions
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(CSA). An agreement allowing the parties to an ISDA Master Agreement to mitigate their counterparty credit risk by requiring the "losing" counterparty to post collateral for the amount by which the related derivative instrument is currently out of the money for the losing counterparty. | (CSA). | ||
An agreement allowing the parties to an ISDA Master Agreement to mitigate their counterparty credit risk by requiring the "losing" counterparty to post collateral for the amount by which the related derivative instrument is currently out of the money for the losing counterparty. | |||
== See also == | == See also == | ||
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* [[International Swaps and Derivatives Association]] | * [[International Swaps and Derivatives Association]] | ||
* [[Out of the money]] | * [[Out of the money]] | ||
Revision as of 12:37, 5 August 2013
(CSA).
An agreement allowing the parties to an ISDA Master Agreement to mitigate their counterparty credit risk by requiring the "losing" counterparty to post collateral for the amount by which the related derivative instrument is currently out of the money for the losing counterparty.
