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 netExposureCapOnLiquidation
no longer applies
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