margin period of risk (MPoR), a period of time prior to counterparty default when the counterparties no longer exchange the prescribed margin or trade flows.
A haircut refers to the lower-than-market value placed on an asset being used as collateral for a loan. The haircut is expressed as a percentage of the markdown between the two values. When they are used as collateral, securities are generally devalued, since a cushion is required by the lending parties in case the market value falls
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margin period of risk (MPoR), a period of time prior to counterparty default when the counterparties no longer exchange the prescribed margin or trade flows.
I think you should have explained what's a haircut. Haircuts are different for collaterals(securities) and maybe different for derivatives.
A haircut refers to the lower-than-market value placed on an asset being used as collateral for a loan. The haircut is expressed as a percentage of the markdown between the two values. When they are used as collateral, securities are generally devalued, since a cushion is required by the lending parties in case the market value falls