Threshold
- Japanese
- 閾値
- Last reviewed
- September 26, 2026
This is a draft, shown for review before publication.
A threshold is the amount, set in a collateral agreement, up to which no collateral is required from the counterparty. Collateral is exchanged only for the part of the market value above this amount, so exposure up to the threshold is not covered by collateral.
Related terms
Explained in detail
Pages that use this term
- Collateral and Discounting
- Overview of the Regulatory Treatment of Counterparty Risk
- Counterparty Risk and XVA
- Funding Variation and Initial Margin
- Handling Margin Calls
- Collateral Operations
- Portfolio Reconciliation
- Margin Requirements for Uncleared Derivatives
- The Standardized Approach for Counterparty Credit Risk (SA-CCR)