CDM - Implementation of CSAs

Hi,

Are there any plans to implement the CDM CSA specification in DAML?

Dan

Hi Dan, Which aspect of the CSA were you particularly interested in? For example, we’ve implemented them from the point of view of haircut tables and inventory management, figuring out what’s eligible against Legal Agreement.
-L

thanks.

i was hoping to use the CSA determine margin calls and decide eligible collateral.

can you point me towards the implementation(s) you describe above?

dan

There’s some more color here: Collateral Management - Product By Digital Asset
…but that particular demo already presupposes an accurate margin call calculator. E.g. it presupposes that rounding, MTA, thresholds and IA/IMs have already been computed outside.

The eligible collateral calculation though is the same there. Let me know if you’d like more info on the implementation details.

Thanks for the link. Would appreciate additional info particularly on the CSA definition (hoping it’s open source) and any other implementation info that can be provided.

TIA

dan