Does this skill support both 1992 and 2002 ISDA forms?

Yes, it is designed to analyze provisions specific to both the 1992 Market Quotation/Loss methodology and the 2002 Close-out Amount methodology.

Can it evaluate different types of Credit Support Annexes?

Yes, it reviews English law title-transfer and New York law pledge structures, including regulatory VM/IM annexes for initial and variation margin.

How does it help with derivatives risk management?

It identifies asymmetric provisions, NAV decline triggers, and ratings downgrades that could impact trading liquidity or increase credit risk.

Does it check for netting enforceability?

It evaluates whether ISDA netting opinions cover the counterparty's jurisdiction and flags any qualifications or conditions for enforceability.

ISDA Documentation Analysis

Name: ISDA Documentation Analysis
Author: lev-os

bylev-os

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Productivity & Workflow

Evaluates ISDA Master Agreement provisions and Credit Support Annexes to assess documentation risk and netting enforceability.

This skill provides a specialized framework for Claude to analyze complex derivatives documentation, specifically the 1992 and 2002 ISDA Master Agreements and related Credit Support Annexes (CSA). It streamlines the review of termination events, cross-default triggers, and close-out netting across various jurisdictions. By mapping schedule elections and assessing regulatory compliance for initial and variation margin (IM/VM), it enables legal and risk teams to identify asymmetric provisions, verify netting opinion coverage, and ensure documentation consistency across a trading portfolio.

Key Features

01Comprehensive evaluation of Credit Support Annex (CSA) terms and margin adequacy

02Identification of Additional Termination Events (ATEs) and cross-default risk factors

03Detailed analysis of 1992 and 2002 ISDA Master Agreement schedules and elections

04Jurisdiction-specific assessment of close-out netting enforceability

052 GitHub stars

06Regulatory compliance checks for VM/IM annexes and IBOR transition fallbacks

Use Cases

01Pre-execution review of ISDA Master Agreements and Schedules for new counterparties

02Assessing documentation risk concentration across a portfolio of derivatives contracts

03Verifying regulatory margin compliance and eligible collateral frameworks

Key Features

01Comprehensive evaluation of Credit Support Annex (CSA) terms and margin adequacy

02Identification of Additional Termination Events (ATEs) and cross-default risk factors

03Detailed analysis of 1992 and 2002 ISDA Master Agreement schedules and elections

04Jurisdiction-specific assessment of close-out netting enforceability

052 GitHub stars

06Regulatory compliance checks for VM/IM annexes and IBOR transition fallbacks

Use Cases

01Pre-execution review of ISDA Master Agreements and Schedules for new counterparties

02Assessing documentation risk concentration across a portfolio of derivatives contracts

03Verifying regulatory margin compliance and eligible collateral frameworks