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In {{isda}} parlance, the Valuation Percentage applied to posted {{csaprov| | In {{isda}} parlance, the Valuation Percentage applied to posted {{csaprov|Credit Support Obligations}}. In the world of {{tag|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}}. |
Revision as of 15:11, 2 February 2016
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.