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Market Value - GMSLA Provision: Difference between revisions
Market Value - GMSLA Provision (view source)
Revision as of 14:54, 2 February 2016
, 2 February 2016→Commentary
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{{gmsla2000snap|Market Value}} | {{gmsla2000snap|Market Value}} | ||
====Commentary==== | ====Commentary==== | ||
Don't forget that when that {{gmslaprov|Market Value}} is to be applied to {{gmslaprov|Collateral}}, you need to include also the {{gmslaprov|Margin}} - the expression in the {{gmsla}} for the {{tag|haircut}} applied to a given piece of collateral for its inherent illiquidity and the variability of price it might represent. | |||
====Related Provisions==== | ====Related Provisions==== | ||