ANNEX III THE TREATMENT OF COUNTERPARTY CREDIT RISK OF DERIVATIVE INSTRUMENTS, REPURCHASE TRANSACTIONS, SECURITIES ORCOMMODITIES LENDING OR BORROWING TRANSACTIONS, LONG SETTLEMENT TRANSACTIONS AND MARGIN LENDING TRANSACTIONS

PART 1

Netting sets, hedging sets, and related terms

9. ‘Margin Threshold’ means the largest amount of an exposure that remains outstanding until one party has the right to call for collateral.