| 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. |
| ZeroLTEZeroPoint5 | Zero LTE Zero Point 5 | DV9090 |
The haircut band is 0 to <=0.5. |