It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...
A collateral, in a repo transaction or CMOs, that comes in the form of a whole loan. By nature, whole...
A collateral, in a repo transaction or CMOs, that comes in the form of a whole loan. By nature, whole...
A replacement for collateral that is identical in terms of type, nominal value, description and amount to the one originally...
The collateral (securities collateralized) that is posted by a borrower against the repo loan in the repo market. Repo collateral...
A contractual clause that is included in derivatives contracts in order to mitigate credit risk. According to a standard collateralization...
A borrower's pledge of a property to a lending bank in order to secure repayment of a loan. In this...
A practice in which a broker pledges the same collateral, initially posted by a client, to a bank to collateralize...
A repo agreement in which a special collateral (SC) is posted by the borrower as requested by the lender, who...
A repo agreement in which the lender of cash accepts any securities that are not special in the market and...