Value

AAA-A: $50M threshold; BBB: $25M; HY: $0 (full IM)

sourceISDA Master Agreement CSA conventions
derivationpublished_source
qualitypublished
regulatory frameworksISDA CSA
set2026-05-25
last reviewed2026-05-25
next review due2026-06-30

Notes

CSA-driven; rating-dependent IM threshold drives exposure profile.