PRU A4.3.24

The following table sets out the minimum holding periods and remargining or revaluation conditions for different types of transactions where an Authorised Person uses own-estimate haircuts:

Transaction type Minimum holding period Remargining/ Revaluation Condition
Repos, reverse repos, Securities or commodities lending or Securities or commodities borrowing transactions Five business days daily remargining
OTC Derivative transactions and margin lending transactions Ten business days daily remargining
Exposures secured by eligible financial Collateral 20 business days daily revaluation