Haircut: Difference between revisions
Jump to navigation
Jump to search
Amwelladmin (talk | contribs) No edit summary |
Amwelladmin (talk | contribs) No edit summary |
||
Line 1: | Line 1: | ||
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. | {{g}}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}}. | ||
{{sa}} | |||
*{{csaprov|Independent Amount}} | *{{csaprov|Independent Amount}} | ||
*{{csaprov|Valuation Percentage}} | *{{csaprov|Valuation Percentage}} | ||
*{{gmslaprov|Market Value}} | *{{gmslaprov|Market Value}} | ||
*{{gmslaprov|Margin}} | *{{gmslaprov|Margin}} |
Revision as of 15:50, 5 July 2019
|
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.