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Minimum Haircut Floors for Securities Financing Transactions (SFTs)

Effective from Dec 28 2022 - Dec 27 2022
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5.16.Chapter 10 of this framework specifies the treatment of certain non-centrally cleared SFTs with certain counterparties (in-scope SFTs). The requirements are applicable to banks in jurisdictions that are permitted to conduct in-scope SFTs below the minimum haircut floors specified within Chapter 10 of this framework.