Initialization Parameters

ParameterMethodDescription

netExposureCapOnLiquidation

Initialized By Deployer

A cap on the amount of net exposure (collateral market value less the initial margin requirement) over the remaining repurchase obligation outstanding from that borrower post-liquidation

deMinimisMarginThreshold

Initialized By Deployer

The difference between collateral market value and a borrower's repurchase obligation denominated in dollars where the netExposureCapOnLiquidation no longer applies

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