PIB A4.3 Collateral Calculations and Haircuts
- "Core Market Participants"
- Calculation of E* for Collateralised Transactions Other than OTC Derivative Transactions and Long Settlement Transactions
- Standard Supervisory Haircuts
- Own-Estimate Haircuts
- Requirements for Use of Own-Estimate Haircuts
- Minimum Holding Periods, Remargining or Revaluation Conditions
- Recognition of Eligible Financial Collateral under FCSA