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 |