Initialization Parameters
Parameter | Method | Description |
---|---|---|
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 |
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