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The (mathbb {G} -adapted collateral amount process C satisfies C T =0.
If there is no default before T, the collateral taker returns the collateral amount to the collateral provider.
In market practice, the total collateral amount is usually represented by two components, which are termed the initial margin (also known as the independent amount) and the variation margin.
The financial practice may require to hold the collateral amounts in segregated margin accounts, so that the hedger, when he is a collateral taker, cannot make use of the collateral amount for trading.
First, the term C τ is due to the fact that the legal title to the collateral amount comes into force only at the time of the first default.
For instance, in the case of the rehypothecated cash collateral (see Section 2.7.1), the hedger's wealth at time t should be computed by subtracting the collateral amount C t from the portfolio's value.
Similar(52)
where the remuneration processes β1 and β2 determine the interest rates paid or received by the hedger on collateral amounts C+ and C−, respectively.
This fractionated approach allows nearby normal tissues, which receive collateral amounts of radiation, to undergo cellular and DNA damage repair, thus minimizing damage to surrounding critical structures.
Such application shall be accompanied with a tender to the local Federal Reserve agent of collateral in amount equal to the sum of the Federal Reserve notes thus applied for and issued pursuant to such application.
Defenders of the bank argue that its liberal collateral policy amounts to a form of quantitative easing, because it allows institutions to convert devalued paper into cash that can be lent to customers.
The simultaneous tests demonstrated that the inter-unit technological error equated to ~1.5 % CV and ~2.1 % APE, thus the biological error within the collateral tests amounted to ~3.5 % CV and ~4 % APE.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com