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From Open Risk Manual
  • The borrowing base is usually determined by [[Margining]], where the lender determines a [[Discount Factor]] that is multiplied by
    635 bytes (91 words) - 21:32, 16 March 2021
  • ...sultative paper published today lays out a set of high-level principles on margining practices and treatment of collateral, and proposes margin requirements for ...ugh a set of key principles that primarily seek to ensure that appropriate margining practices will be established for all non-centrally-cleared OTC derivative
    3 KB (447 words) - 11:45, 26 March 2021
  • ...the threshold could reduce the total liquidity costs by 56% relative to a margining framework with a zero initial margin threshold, which was initially propose ...ugh a set of key principles that primarily seek to ensure that appropriate margining practices will be established for all non-centrally-cleared over-the-counte
    4 KB (604 words) - 11:45, 26 March 2021
  • ...actions to mitigate distortions arising from high threshold values in some margining agreements; and</li>
    5 KB (708 words) - 12:42, 31 March 2021