| Attribute: | BSL22670 |
|---|---|
| Concept: | |
| Tuple: | RepoStocksCollateralCharacteristic |
| Label: | Haircut rate |
| Concept Guidance: |
The haircut rate is the difference between the market value of an asset and the purchase price paid at the start of a repo or reverse repo, or a securities lending or securities borrowing transaction. It is expressed as the percentage deduction from the market value of collateral.Report as a per cent to two decimal places. |
Dimensions
| Dimension | Member | Description |
| (RepurchaseAgreement) |
The information classifies each transaction type outstanding. |
|
| (CollateralCharacteristics) |
The information reports the characteristics of a transaction. |