Field CollateralReinvestmentRate Scenario base
SYNOPSIS:
Interest rate received for collateral reinvestment.
ELABORATION:
In the context of EU SFTR this is the reinvestment interest rate received from cash collateral made by the lender. If there are multiple reinvestment types, this is an average rate.
Pedigree
| Added |
EP |
Updated |
EP |
Deprecated |
EP |
| FIX.5.0SP2 | 254 | | | | |