Template:Csa fx haircut percentage
Relevant to the calculation of {{{{{1}}}prov|Value}} of a gentleman’s {{vm{{{1}}}prov|Credit Support Balance}}. An observation one might make here is that if you have a cash-only CSA and as long as you only accept the {{{{{1}}}prov|Major Currencies}}, then this entire Rube Goldberg provision is unnecessary: The {{{{{1}}}prov|Valuation Percentage}} will (most likely) be 100%, the {{{{{1}}}prov|FX Haircut Percentage}} will be zero, so the definition of value that these definitions feed into amounts to the following:
- The amount (call it n) multiplied by the sum of 100% minus zero%, or
- n * (100% - 0%), or
- n * 100%, or
- n.
Relevant to the calculation of {{{{{1}}}prov|Value}} of a gentleman’s {{vm{{{1}}}prov|Credit Support Balance}}. An observation one might make here is that if you have a cash-only CSA and as long as you only accept the {{{{{1}}}prov|Major Currencies}}, then this entire Rube Goldberg provision is unnecessary: The {{{{{1}}}prov|Valuation Percentage}} will (most likely) be 100%, the {{{{{1}}}prov|FX Haircut Percentage}} will be zero, so the definition of value that these definitions feed into amounts to the following:
- The amount (call it n) multiplied by the sum of 100% minus zero%, or
- n * (100% - 0%), or
- n * 100%, or
- n.
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Relevant to the calculation of {{{{{1}}}prov|Value}} of a gentleman’s {{vm{{{1}}}prov|Credit Support Balance}}. An observation one might make here is that if you have a cash-only CSA and as long as you only accept the {{{{{1}}}prov|Major Currencies}}, then this entire Rube Goldberg provision is unnecessary: The {{{{{1}}}prov|Valuation Percentage}} will (most likely) be 100%, the {{{{{1}}}prov|FX Haircut Percentage}} will be zero, so the definition of value that these definitions feed into amounts to the following:
- The amount (call it n) multiplied by the sum of 100% minus zero%, or
- n * (100% - 0%), or
- n * 100%, or
- n.
Docs | {{{docscore}}} | |
Amendability | {{{amendscore}}} | |
Collateral | {{{collateralscore}}} | |
Transferability | {{{transferscore}}} | |
Leverage | {{{leveragescore}}} | |
Fright-o-meter | {{{frightscore}}} |