Loss of Rehypothecation Rights Due to a Change in Financial Condition

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 change in financial condition, which includes a downgrade of the reporting entity’s rating up to but not including default.

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

Version History

2025-02-26

Current version