January 10th, 2013, 8:50 am
Hi,For collateralised derivatives, how do I know the form of the CSA associated with the market quotes displayed by market data providers? For example, if I am looking at EUR/USD cross-currency basis swap quotes on Reuters screen EURCBS:Is there an assumed CSA agreement underlying these quotes and does it differ depending on the bank that is quoting?If so, how do I know the details of this assumed CSA?Apologies in advance if this is a trivial question.Thanks,Francis.