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Difference Between Max Volatility Haircut And Price Erosion (Doc ID 2609519.1)

Last updated on NOVEMBER 14, 2019

Applies to:

Oracle Financial Services Liquidity Risk Management - Version 8.0.0 and later
Information in this document applies to any platform.

Goal

To know the difference between 'Max volatility Haircut' and 'Price erosion' which classify the Security as Level 2A or 2B Asset.
 

Solution

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Goal
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