Haircut - Revision history

imported>Doug Williamson: Mend link.

2022-06-24T20:37:42Z

Mend link.

← Older revision		Revision as of 20:37, 24 June 2022
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	== See also ==		== See also ==
	* [[~~BCBS~~]]		* [[Basel Committee on Banking Supervision]] (BCBS)
	* [[Bilateral repurchase agreement]]		* [[Bilateral repurchase agreement]]
	* [[Collateral]]		* [[Collateral]]

2022-06-23T13:20:18Z

Mend link.

← Older revision		Revision as of 13:20, 23 June 2022
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	* [[Collateral]]		* [[Collateral]]
	* [[High Quality Liquid Assets]]		* [[High Quality Liquid Assets]]
	* [[~~IOSCO~~]]		* [[International Organization of Securities Commissions]] (IOSCO)
	* [[Margin]]		* [[Margin]]
	* [[Repurchase agreement]]		* [[Repurchase agreement]]

2020-08-26T15:59:47Z

Add link to BIS.

← Older revision		Revision as of 15:59, 26 August 2020
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	== See also ==		== See also ==
			* [[BCBS]]
	* [[Bilateral repurchase agreement]]		* [[Bilateral repurchase agreement]]
	* [[Collateral]]		* [[Collateral]]
	* [[High Quality Liquid Assets]]		* [[High Quality Liquid Assets]]
			* [[IOSCO]]
	* [[Margin]]		* [[Margin]]
	* [[Repurchase agreement]]		* [[Repurchase agreement]]
	* [[Tri-party repurchase agreement]]		* [[Tri-party repurchase agreement]]


			== External link ==
			[https://www.bis.org/bcbs/publ/d499.pdf Margin requirements for non-centrally cleared derivatives - BCBS and IOSCO]

	[[Category:Accounting,_tax_and_regulation]]		[[Category:Accounting,_tax_and_regulation]]

2020-08-26T13:51:51Z

Classify page.

← Older revision		Revision as of 13:51, 26 August 2020
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	== See also ==		== See also ==
			* [[Bilateral repurchase agreement]]
	* [[Collateral]]		* [[Collateral]]
	* [[High Quality Liquid Assets]]		* [[High Quality Liquid Assets]]
			* [[Margin]]
	* [[Repurchase agreement]]		* [[Repurchase agreement]]
	* [[Bilateral repurchase agreement]]
	* [[Margin]]
	* [[Tri-party repurchase agreement]]		* [[Tri-party repurchase agreement]]

			[[Category:Accounting,_tax_and_regulation]]
			[[Category:Identify_and_assess_risks]]
			[[Category:Manage_risks]]
			[[Category:Risk_frameworks]]
			[[Category:Cash_management]]
			[[Category:Financial_products_and_markets]]
			[[Category:Liquidity_management]]

2020-08-26T13:46:39Z

Add definition. Source: BIS https://www.bis.org/bcbs/publ/d499.pdf

@@ Line 1: / Line 1: @@
-'''1. '''
+. ''Secured lending''
 An amount deducted from the current market value of an asset used as collateral, to calculate the maximum amount of a loan secured against that asset.
@@ Line 19: / Line 17: @@
-'''2. '''
+. ''Margin and collateral.''
 The amount of a loss (or an expected loss) on asset, as a percentage of the total value of the asset.
@@ Line 35: / Line 50: @@
 Recovery of EUR 100bn.

2016-11-13T15:34:59Z

Expand.

← Older revision		Revision as of 15:34, 13 November 2016
Line 1:		Line 1:
	'''1. '''		'''1. '''

	''Secured lending''.		''Secured lending''

	An amount deducted from the current market value of an asset used as collateral, to calculate the maximum amount of a loan secured against that asset.		An amount deducted from the current market value of an asset used as collateral, to calculate the maximum amount of a loan secured against that asset.
Line 37:		Line 37:


	'''3.'''		'''3. '''

			''Bank supervision - liquidity''

			An amount deducted from the market value of an asset counting towards a bank's High Quality Liquid Assets (HQLAs), to calculate the total HQLAs for regulatory purposes.


			'''4.'''

	A fee or commission, expressed as a percentage of the total value of the related transaction.		A fee or commission, expressed as a percentage of the total value of the related transaction.
Line 44:		Line 51:
	== See also ==		== See also ==
	* [[Collateral]]		* [[Collateral]]
			* [[High Quality Liquid Assets]]
	* [[Repurchase agreement]]		* [[Repurchase agreement]]
	* [[Bilateral repurchase agreement]]		* [[Bilateral repurchase agreement]]
	* [[Margin]]		* [[Margin]]
	* [[Tri-party repurchase agreement]]		* [[Tri-party repurchase agreement]]

2016-10-30T14:49:49Z

Layout.

← Older revision		Revision as of 14:49, 30 October 2016
Line 1:		Line 1:
	1.		'''1. '''

	''Secured lending''.		''Secured lending''.
Line 19:		Line 19:


	2.		'''2. '''

	The amount of a loss (or an expected loss) on asset, as a percentage of the total value of the asset.		The amount of a loss (or an expected loss) on asset, as a percentage of the total value of the asset.
Line 26:		Line 26:
	'''Example 2'''		'''Example 2'''

	~~Debt~~ = EUR 200bn.		Asset total value = EUR 200bn.

	Haircut = 50%.		Haircut = 50%.
Line 37:		Line 37:


	3.		'''3.'''

	A fee or commission, expressed as a percentage of the total value of the related transaction.		A fee or commission, expressed as a percentage of the total value of the related transaction.

2016-08-12T09:59:14Z

2016-06-20T12:35:53Z

Add link.

← Older revision		Revision as of 12:35, 20 June 2016
Line 46:		Line 46:
	* [[Repurchase agreement]]		* [[Repurchase agreement]]
	* [[Bilateral repurchase agreement]]		* [[Bilateral repurchase agreement]]
			* [[Margin]]
	* [[Tri-party repurchase agreement]]		* [[Tri-party repurchase agreement]]

2016-01-15T20:27:15Z

Spacing.