1個回答
Irene助教
2022-08-22 11:27
該回答已被題主采納
同學你好
比如說我抵押了1000萬的股票,銀行只借我800萬,兩者的差異200萬就是repo margin,在美國又稱為haircut。
The difference between the market value of the security used as collateral and the value of the loan is known as the repo margin, although the term haircut is more commonly used, particularly in the United States.
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追答
repo margin(回購保證金)受到以下因素影響。
■ 回購協(xié)議的期限?;刭弲f(xié)議越長,回購保證金越高。
■ 抵押品的質(zhì)量。抵押品的質(zhì)量越高,回購保證金越低。
■ 交易對手的信用質(zhì)量。交易對手的信用度越高,回購保證金越低。
■ 抵押品的供應和需求條件。如果抵押品供應不足或需求量很大,回購保證金較低,
