Variation margin amount

Variation margin amount means the fair value amount of the variation margin, as adjusted by the standard supervisory haircuts under 324.132(2)(ii), as applicable, that a counterparty to a netting set has posted to a FDIC-supervised institution less the fair value amount of the variation margin, as adjusted by the standard supervisory haircuts under 324.132(b)(2)(ii), as applicable, posted by the FDIC-supervised institution to the counterparty.

Source

12 CFR § 324.2


Scoping language

As used in this part:

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