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Tagged with collateral bond
3
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Price Adjustment Interest (PAI) for collateral Bond
I understand that, if cash is put as collateral, the party holding the collateral needs to pay the counter party the funding cost of the cash collateral (PAI).
How about if bonds are put as collateral?...
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Pricing bond backed by collateral
I'm new to quantitative finance, and trying to derive an interest rate for a collateralized bond.
Imagine there are two parties, Alice and Bob. Alice wants to lend $X$ units of an asset to Bob. The ...
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What is a quick way to estimate the haircut on a collateral that is actively traded
If I have an traded asset like a bond with face value of 1 million, but currently trading at 0.9 million, can I simply say that the haircut, if I use this asset as a collateral for repo, is 1 - 0.9=0....