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margin threshold

as defined in Directive 2006/48/EC of the European Parliament and of the Council of 14 June…

the largest amount of an exposure that remains outstanding until one party has the right to call for collateral.

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Also defined in

  • CRR 32013R0575, Article 272, point (8)
    the largest amount of an exposure that remains outstanding before one party has the right to call for collateral;