CREDIT AGREEMENTSFRAMEWORK FOR THE ISDA CREDIT SUPPORT DEED AND THE FXC COLLATERAL ANNEXFRAMEWORK FOR THE ISDA CREDIT SUPPORT ANNEXESENFORCEMENT RIGHTS OF THE SECURED PARTYSOME ADDITIONAL FEATURES COMMONLY FOUND IN CREDIT SUPPORT DOCUMENTSTHE VALUE-AT-RISK CONCEPTVaR FOR SPOT, FORWARD, AND VANILLA OPTIONSPORTFOLIO VALUE-AT-RISKSAMPLE CUSTOMER CREDIT SNAPSHOTLIMITATIONS OF VaRLIMITATIONS OF COLLATERALIZED AGREEMENTSSUMMARYAPPENDIX 6.1: THE 1999 COLLATERAL ANNEX TO FEOMA, IFEMA, OR ICOM MASTER AGREEMENTREFERENCES