Eligibility & Haircuts
CSA eligibility schedule management, haircut application, and concentration limit monitoring
Eligibility Rules
5
Concentration Breaches
2
CSAs Covered
4
Avg. Haircut Applied
4.9%
About This Agent
Data on this page
CSA eligibility schedules for four master agreements (Goldman Sachs, Deutsche Bank, HSBC, Barclays), each row showing an asset class, its applied haircut, concentration limit, current utilization, and within-limit/breach status.
What this agent does
Maintains each CSA's eligible-collateral schedule, applies per-asset-class haircuts, and continuously monitors concentration limit utilization — flagging breaches the moment a posting pushes an asset class over its limit and offering one-click rebalancing, the live equivalent of the eligibility schedules banks otherwise track by hand.
Worked examples
- Goldman Sachs — Corporate Bonds: 6.0% haircut, 11% utilization vs a 10% limit — flagged breach.
- HSBC — Equities: 15.0% haircut sitting exactly at its 15% concentration limit — flagged breach.
- Deutsche Bank — Cash: 0.0% haircut, only 62% utilized against a 100% limit — comfortably within.
CSA Eligibility Schedules
| CSA | Asset Class | Haircut | Concentration | Status | Action |
|---|---|---|---|---|---|
| Goldman Sachs — Master CSA | Government Bonds | 2.0% | 14% / 20% | Within Limit | |
| Goldman Sachs — Master CSA | Corporate Bonds | 6.0% | 11% / 10% | Breach | |
| Deutsche Bank — Master CSA | Cash | 0.0% | 62% / 100% | Within Limit | |
| HSBC — Master CSA | Equities | 15.0% | 15% / 15% | Breach | |
| Barclays — Master CSA | Government Bonds | 1.5% | 18% / 25% | Within Limit |