Episode 45
Quick Takes: Mechanics and definitions of the ISDA credit support annex (CSA)
April 9th, 2024
8 mins 58 secs
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About this Episode
In this episode, Chris Barnes dives deep into the world of Credit Support Annexes (CSAs) and their influence on derivatives portfolio valuation. Ever wondered why seemingly minor details like currency variations can impact your portfolio? Chris breaks it all down, explaining the mechanics of CSAs and their role in shaping trading strategies.