O.O.10: Loss of Rehypothecation Rights Due to a 2 Notch Downgrade
Refers to the total fair value of the collateral over which the reporting entity would lose rehypothecation rights due to a 2 notch credit rating downgrade.
Refers to the total fair value of the collateral over which the reporting entity would lose rehypothecation rights due to a 2 notch credit rating downgrade.