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Financial Collateral & Haircuts Calculator
Financial Collateral Type:
Rating Type:
Rating:
Minimum Holding Period (TM):
Remargining Days (Nr):
Haircuts Holding Period (TN):
Transaction Type:
Exposure's Currency:
Collateral's Currency:
 
Start Date End Date
Exposure Residual Maturity:
Financial Collateral Residual Maturity:
Financial Collateral Original Maturity:
Base Haircuts:  
Currency Mismatching Haircuts:  
Holding Period Adjustment:  
Frequency of remargining Haircuts:  
Maturity Mismatching Haircuts:  
Total Haircuts: