Haircut: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
(One intermediate revision by the same user not shown) | |||
Line 1: | Line 1: | ||
{{g}}In {{isda}} parlance, the Valuation Percentage applied to posted {{csaprov|Credit Support Obligations}}. In the world of | {{g}}In {{isda}} parlance, the Valuation Percentage applied to posted {{csaprov|Credit Support Obligations}}. In the world of [[stock lending]], it’s the “{{gmslaprov|Margin}}” percentage of {{gmslaprov|Collateral}}, even though {{gmslaprov|Margin}} is a particularly bad word for it. | ||
Not to be confused with [[initial margin]] or an {{csaprov|Independent Amount}}. | Not to be confused with [[initial margin]] or an {{csaprov|Independent Amount}}. |
Latest revision as of 13:30, 14 August 2024
|
In ISDA parlance, the Valuation Percentage applied to posted Credit Support Obligations. In the world of stock lending, it’s the “Margin” percentage of Collateral, even though Margin is a particularly bad word for it.
Not to be confused with initial margin or an Independent Amount.