T-bill rate and Threshold: Difference between pages

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1. ''US.''
A level, rate or amount at which something comes into effect.


The yield derived from the interest rate achieved on the weekly auctions of the US government's three-month treasury bill.
For example, if a non-financial counterparty exceeds a threshold of EUR 1 billion in credit derivative contracts, this will trigger mandatory clearing in all asset classes under EMIR.




2.  ''Other jurisdictions.''
==See also==
*[[Clearing]]
*[[Counterparty]]
*[[Derivative instrument]]
*[[EMIR]]
*[[Materiality]]
*[[Threshold balancing]]
* [[Tipping point]]


Similar rates in other jurisdictions.
[[Category:Knowledge_and_information_management]]
 
[[Category:Context_of_treasury]]
 
 
== See also ==
* [[Benchmark]]
* [[Discount]]
* [[Government paper]]
* [[Interest rate]]
* [[Jurisdiction]]
* [[T-Bills]]
* [[TED spread]]
* [[Treasury bonds]]
* [[Treasury notes]]
* [[Treasury securities]]
* [[Yield]]
 
[[Category:The_business_context]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]

Latest revision as of 08:54, 26 August 2021

A level, rate or amount at which something comes into effect.

For example, if a non-financial counterparty exceeds a threshold of EUR 1 billion in credit derivative contracts, this will trigger mandatory clearing in all asset classes under EMIR.


See also