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PIB A4.3.24

The following table sets out the minimum holding periods and remargining or revaluation conditions for different types of transactions where an Authorised Firm uses own-estimate haircuts:

Minimum holding periods and remargining/revaluation conditions

Transaction type Minimum holding period Remargining/ Revaluation Condition
Repos, reverse repos, Securities or commodities lending or Securities or commodities borrowing transactions 5 business days daily remargining
OTC Derivative transactions and margin lending transactions 10 business days daily remargining
Exposures secured by eligible financial Collateral 20 business days daily revaluation
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]