Loss of Rehypothecation Rights Due to a 2 Notch Downgrade

Definition

Refers to the total fair value of the collateral over which the reporting entity would lose

Refers to the total fair value of the collateral over which the reporting entity would lose rehypothecation rights due to a 2 notch credit rating downgrade.

Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, reporting_entity.

Version History

2025-02-26

Current version