Calculation of Collateral Shortfall Amount

Pages from Davis Polk_Calculation of Collateral Shortfall Amount (June 28, 2013)

This memorandum discusses the calculation of the amount of collateral required to be delivered pursuant to the Collateral Shortfall formula included in the Collateral Annex to the Participation Agreement for Par/Near Par Trades(the “Collateral Annex”).

Downloads
File
Davis-Polk_Calculation-of-Collateral-Shortfall-Amount-June-28-2013.pdf
You must be authorized and logged in to download this content.

Become a Member

Membership in LSTA offers numerous benefits and opportunities. Chief among them is the opportunity to participate in the decision making process that ultimately establishes loan market standards, develops market practices, and influences the market’s direction.

View Current Members Join Now
Join Now

Our Partners

CUSIPDeal Catalyst transparent colourFitch Group logolseg_da_logo_hrz_rgb_posMorningstar