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marge initiale

1

Erialasõnastikud

EKI terminibaas Esterm

ID 709057 Viimati muudetud 16.03.2005
Vaata sõnakogu
Vaata sõnakogu
Valdkond rahandus, maksustamine, tollmajandus
  • a risk control measure applied in reverse transactions, implying that the collateral required for a transaction is equal to the credit extended to the counterparty plus the value of the initial margin. The Eurosystem applies initial margins differentiated according to the Eurosystem's exposure time to a counterparty for a given transaction.
  • amount of cash or eligible securities that has to be deposited before entering into a margining transaction
initial margin
Näited
  • It is necessary for the current and potential future exposures arising from cleared OTC derivatives contracts to be fully collateralised and for the risk of a build-up of the clearing house's exposures beyond the market value of posted collateral to be eliminated in order for cleared OTC derivatives to be granted for a transitional period the same prudential treatment as exchange-traded derivatives. The competent authorities must be satisfied as to the level of the initial margins and variation margins required and the quality of and the level of protection provided by the posted collateral.
marge initiale
Sicherheitenmarge
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