PIB A4.3.26
When an
HM = HN√(TM/TN)
where —
"TN" refers to the holding period used by the
"HN" refers to the haircut based on the holding period TN.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]
When an
HM = HN√(TM/TN)
where —
"TN" refers to the holding period used by the
"HN" refers to the haircut based on the holding period TN.