PET - Plain English Taxonomy

Name: HaircutCategoryTypesDimension
Label: Haircut Category Types Dimension
TREF ID: DM949
Type: Predefined
Description:
The information categories the haircut, by band, applied to the collateral. This 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 securities lending or securities borrowing transaction. It is expressed as the percentage deduction from the market value of collateral.
Usage:

Dimension Members
Name Label TREF ID Description
GT10LTE15 GT 10 LTE 15 DV8786
The haircut band is >10 to <=15.
GT15LTE25 GT 15 LTE 25 DV8779
The haircut band is >15 to <=25.
GT1Point5LTE3 GT 1 Point 5 LTE 3 DV8784
The haircut band is >1 to <=3.
GT25LTE50 GT 25 LTE 50 DV8785
The haircut band is >25 to <=50.
GT3LTE4 GT 3 LTE 4 DV8783
The haircut band is >3 to <=4.
GT4LTE6 GT 4 LTE 6 DV8787
The haircut band is >4 to <=6.
GT50 GT 50 DV8780
The haircut band is >50.
GT6LTE10 GT 6 LTE 10 DV8788
The haircut band is >6 to <=10.
GTZeroLTEZeroPoint5 GT Zero LTE Zero Point 5 DV8782
The haircut band is >0 to <=0.5.
GTZeroPoint5LTE1Point5 GT Zero Point 5 LTE 1 Point 5 DV8781
The haircut band is >0.5 to <=1.5.