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Market Value - GMSLA Provision: Difference between revisions
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Market Value - GMSLA Provision (view source)
Revision as of 17:41, 1 November 2019
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{{gmslaanat|Market Value}} | {{gmslaanat|Market Value}} | ||
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. <br> | 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. <br> | ||
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