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Calculation of Margin

Calculation of Margin

The calculation of exposure should follow the below formula: Exposure: ((Quantity of Loan * Security Price of Loan) * Margin% if applicable) * FX Rate Minus: Collateral: ((Quantity of Collateral * Security Price of Collateral) * Haircut% if applicable) * FX Rate (IBP-163 AGREED IN 2017)


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