REPO & FUNDING
Collateral Value After Haircut
Estimates cash that can be raised against collateral after applying a haircut.
Formula
Cash capacity = Collateral value × (1-Haircut)
Variables: Collateral value; haircut
What it means
Estimates cash that can be raised against collateral after applying a haircut.
Example
100m collateral with a 3% haircut supports roughly 97m cash.
How to interpret it
This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.
Related Formulas
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