Initialization Parameters
Last updated
Last updated
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 netExposureCapOnLiquidation
no longer applies